Mean, variance, and probabilistic criteria in finite Markov decision processes: a review

Variance-Penalized Reinforcement Learning for Risk-Averse Asset Allocation

IDEAL '00 Proceedings of the Second International Conference on Intelligent Data Engineering and Automated Learning, Data Mining, Financial Engineering, and Intelligent Agents

Reliability of internal prediction/estimation and its application: I. adaptive action selection reflecting reliability of value function

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Notes on average Markov decision processes with a minimum-variance criterion

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Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems - Volume 2

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