Value iteration on two time-scales for variance-penalized Markov control

Research output: Contribution to conference › Paper › peer-review

Original language	English
State	Published - 2010
Event	IIE Annual Conference and Expo 2010 - Cancun, Mexico Duration: Jun 5 2010 → Jun 9 2010

Conference	IIE Annual Conference and Expo 2010
Country/Territory	Mexico
City	Cancun
Period	6/5/10 → 6/9/10

ASJC Scopus Subject Areas

@conference{a643d841e7374436b609406003b311e0,

title = "Value iteration on two time-scales for variance-penalized Markov control",

keywords = "Markov control, Risk, Variance",

author = "Abhijit Gosavi and Meyn, \{Sean P.\}",

year = "2010",

language = "English",

note = "IIE Annual Conference and Expo 2010 ; Conference date: 05-06-2010 Through 09-06-2010",

}

TY - CONF

T1 - Value iteration on two time-scales for variance-penalized Markov control

AU - Gosavi, Abhijit

AU - Meyn, Sean P.

PY - 2010

Y1 - 2010

KW - Markov control

KW - Risk

KW - Variance

UR - https://www.scopus.com/pages/publications/84901045298

UR - https://www.scopus.com/pages/publications/84901045298#tab=citedBy

M3 - Paper

AN - SCOPUS:84901045298

T2 - IIE Annual Conference and Expo 2010

Y2 - 5 June 2010 through 9 June 2010

ER -