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20162023
most citedA Generalized Fundamental Matrix for Computing Fundamental Quantities of Markov Systems

5 citations · 7 across the 8 of their papers we have counts for

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math.OC2023

Global Algorithms for Mean-Variance Optimization in Markov Decision Processes

Li Xia, Shuai Ma

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a…