{"id":"https://openalex.org/W2600427138","doi":"https://doi.org/10.14736/kyb-2017-1-0059","title":"Mean-variance optimality for semi-Markov decision processes under first passage criteria","display_name":"Mean-variance optimality for semi-Markov decision processes under first passage criteria","publication_year":2017,"publication_date":"2017-03-30","ids":{"openalex":"https://openalex.org/W2600427138","doi":"https://doi.org/10.14736/kyb-2017-1-0059","mag":"2600427138"},"language":"en","primary_location":{"id":"doi:10.14736/kyb-2017-1-0059","is_oa":false,"landing_page_url":"https://doi.org/10.14736/kyb-2017-1-0059","pdf_url":null,"source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084123655","display_name":"Xiangxiang Huang","orcid":"https://orcid.org/0000-0002-5608-3218"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Xiangxiang Huang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5073593863","display_name":"Yonghui Huang","orcid":"https://orcid.org/0000-0002-5804-6920"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yonghui Huang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.3988,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.69495584,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"59","last_page":"81"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.4401000142097473,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.4401000142097473,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10845","display_name":"Advanced Causal Inference Techniques","score":0.4302999973297119,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13825","display_name":"Economic Policies and Impacts","score":0.4092999994754791,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.6395747065544128},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.5508806109428406},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5415632128715515},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.469980388879776},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.46914711594581604},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.45704251527786255},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.33185523748397827},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3117433190345764},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11033344268798828}],"concepts":[{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.6395747065544128},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5508806109428406},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5415632128715515},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.469980388879776},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.46914711594581604},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.45704251527786255},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.33185523748397827},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3117433190345764},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11033344268798828},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.14736/kyb-2017-1-0059","is_oa":false,"landing_page_url":"https://doi.org/10.14736/kyb-2017-1-0059","pdf_url":null,"source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},{"id":"pmh:oai:oai.dml.cz:10338.dmlcz/146708","is_oa":false,"landing_page_url":"http://hdl.handle.net/10338.dmlcz/146708","pdf_url":null,"source":{"id":"https://openalex.org/S4406922294","display_name":"Czech digital mathematics library","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"type:math"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.7699999809265137}],"awards":[{"id":"https://openalex.org/G5389852572","display_name":null,"funder_award_id":"2016008","funder_id":"https://openalex.org/F4320321160","funder_display_name":"Sun Yat-sen University"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321160","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71"},{"id":"https://openalex.org/F4320330330","display_name":"Guangdong Province Key Laboratory of Computational Science","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W83281181","https://openalex.org/W368265031","https://openalex.org/W1676224855","https://openalex.org/W1967050885","https://openalex.org/W1967477050","https://openalex.org/W1971843684","https://openalex.org/W1988916339","https://openalex.org/W2001745784","https://openalex.org/W2006115861","https://openalex.org/W2014323878","https://openalex.org/W2024265320","https://openalex.org/W2030531841","https://openalex.org/W2038398071","https://openalex.org/W2047277570","https://openalex.org/W2052006482","https://openalex.org/W2057510529","https://openalex.org/W2065030872","https://openalex.org/W2068461921","https://openalex.org/W2082197891","https://openalex.org/W2083635875","https://openalex.org/W2083738358","https://openalex.org/W2156049124","https://openalex.org/W2169116761","https://openalex.org/W2182209928","https://openalex.org/W2313727555","https://openalex.org/W3150158988","https://openalex.org/W4210545817","https://openalex.org/W4230778209","https://openalex.org/W4237655005","https://openalex.org/W4254882313"],"related_works":["https://openalex.org/W2913022628","https://openalex.org/W2161367706","https://openalex.org/W1990452411","https://openalex.org/W44280862","https://openalex.org/W2117282672","https://openalex.org/W1995828591","https://openalex.org/W3198596521","https://openalex.org/W4287640753","https://openalex.org/W3140738360","https://openalex.org/W2142410606"],"abstract_inverted_index":{"summary:This":[0],"paper":[1],"deals":[2],"with":[3,47,69],"a":[4,24,43,48,93],"first":[5,32,51,77,86],"passage":[6,52,87],"mean-variance":[7,88],"problem":[8],"for":[9,82,97],"semi-Markov":[10],"decision":[11,127,132],"processes":[12,128],"in":[13],"Borel":[14],"spaces.":[15],"The":[16,54],"goal":[17],"is":[18,41],"to":[19,29,34,59,107,121],"minimize":[20],"the":[21,30,39,64,72,83,116,122],"variance":[22],"of":[23,45,71,85,124],"total":[25],"discounted":[26],"reward":[27,55],"up":[28],"system's":[31],"entry":[33],"some":[35,79],"target":[36],"set,":[37],"where":[38],"optimization":[40],"over":[42],"class":[44],"policies":[46,90],"prescribed":[49],"expected":[50],"reward.":[53],"rates":[56],"are":[57,105,119],"assumed":[58],"be":[60],"possibly":[61],"unbounded,":[62],"while":[63],"discount":[65],"factor":[66],"may":[67],"vary":[68],"states":[70],"system":[73],"and":[74,91,129],"controls.":[75],"We":[76],"develop":[78],"suitable":[80],"conditions":[81],"existence":[84],"optimal":[89,100],"provide":[92],"policy":[94],"improvement":[95],"algorithm":[96],"computing":[98],"an":[99],"policy.":[101],"Then,":[102],"two":[103],"examples":[104],"included":[106],"illustrate":[108],"our":[109],"results.":[110],"At":[111],"last,":[112],"we":[113],"show":[114],"how":[115],"results":[117],"here":[118],"reduced":[120],"cases":[123],"discrete-time":[125],"Markov":[126,131],"continuous-time":[130],"processes.":[133]},"counts_by_year":[{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
