Variance-penalized Markov decision processes

Bias and variance in value function estimation

ICML '04 Proceedings of the twenty-first international conference on Machine learning

A risk-sensitive approach to total productive maintenance

Automatica (Journal of IFAC)

Bias and Variance Approximation in Value Function Estimates

Management Science

On step sizes, stochastic shortest paths, and survival probabilities in reinforcement learning

Proceedings of the 40th Conference on Winter Simulation

Reinforcement learning for model building and variance-penalized control

Winter Simulation Conference

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

Operations Research Letters

Stochastic policy search for variance-penalized semi-Markov control

Proceedings of the Winter Simulation Conference

A decision support system for mean-variance analysis in multi-period inventory control

Decision Support Systems

Trading Performance for Stability in Markov Decision Processes

LICS '13 Proceedings of the 2013 28th Annual ACM/IEEE Symposium on Logic in Computer Science