{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,8]],"date-time":"2026-04-08T02:40:01Z","timestamp":1775616001073,"version":"3.50.1"},"reference-count":27,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2017,8,26]],"date-time":"2017-08-26T00:00:00Z","timestamp":1503705600000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["61573206"],"award-info":[{"award-number":["61573206"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Discrete Event Dyn Syst"],"published-print":{"date-parts":[[2018,3]]},"DOI":"10.1007\/s10626-017-0258-5","type":"journal-article","created":{"date-parts":[[2017,8,25]],"date-time":"2017-08-25T22:58:07Z","timestamp":1503701887000},"page":"63-81","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":10,"title":["Variance minimization of parameterized Markov decision processes"],"prefix":"10.1007","volume":"28","author":[{"given":"Li","family":"Xia","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2017,8,26]]},"reference":[{"key":"258_CR1","volume-title":"Dynamic programming and optimal control \u2013 vol II","author":"DP Bertsekas","year":"2012","unstructured":"Bertsekas DP (2012) Dynamic programming and optimal control \u2013 vol II, 4th edn. Athena Scientific, Massachusetts","edition":"4th edn"},{"key":"258_CR2","volume-title":"Neuro-dynamic programming, Athena scientific","author":"DP Bertsekas","year":"1996","unstructured":"Bertsekas DP, Tsitsiklis JN (1996) Neuro-dynamic programming, Athena scientific. Belmont , Massachusetts"},{"key":"258_CR3","volume-title":"Stochastic learning and optimization \u2013 a sensitivity-based approach","author":"XR Cao","year":"2007","unstructured":"Cao XR (2007) Stochastic learning and optimization \u2013 a sensitivity-based approach. Springer, New York"},{"key":"258_CR4","doi-asserted-by":"crossref","first-page":"1382","DOI":"10.1109\/9.633827","volume":"42","author":"XR Cao","year":"1997","unstructured":"Cao XR, Chen HF (1997) Perturbation realization, potentials, and sensitivity analysis of Markov processes. IEEE Trans Autom Control 42:1382\u20131393","journal-title":"IEEE Trans Autom Control"},{"issue":"1","key":"258_CR5","doi-asserted-by":"crossref","first-page":"184","DOI":"10.1287\/opre.42.1.184","volume":"42","author":"KJ Chung","year":"1994","unstructured":"Chung KJ (1994) Mean-variance tradeoffs in an undiscounted MDP: the unichain case. Oper Res 42(1): 184\u2013188","journal-title":"Oper Res"},{"key":"258_CR6","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4615-0805-2","volume-title":"Handbook of Markov decision processes: methods and applications","author":"E Feinberg","year":"2002","unstructured":"Feinberg E, Schwartz A (2002) Handbook of Markov decision processes: methods and applications. Kluwer Academic Publishers, Boston"},{"key":"258_CR7","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-642-02547-1","volume-title":"Continuous-time Markov decision processes","author":"X Guo","year":"2009","unstructured":"Guo X, Hernandez-Lerma O (2009) Continuous-time Markov decision processes. Springer, Theory and Applications"},{"issue":"3","key":"258_CR8","doi-asserted-by":"crossref","first-page":"1406","DOI":"10.1137\/140968872","volume":"53","author":"X Guo","year":"2015","unstructured":"Guo X, Huang X, Zhang Y (2015) On the first passage g-mean-variance optimality for discounted continuous-time Markov decision processes. SIAM J Control Optim 53(3):1406\u20131424","journal-title":"SIAM J Control Optim"},{"key":"258_CR9","doi-asserted-by":"crossref","first-page":"423","DOI":"10.1016\/j.ejor.2012.01.051","volume":"220","author":"X Guo","year":"2012","unstructured":"Guo X, Ye L, Yin G (2012) A mean-variance optimization problem for discounted Markov decision processes. Eur J Oper Res 220:423\u2013429","journal-title":"Eur J Oper Res"},{"key":"258_CR10","doi-asserted-by":"crossref","first-page":"79","DOI":"10.1137\/S0363012998340673","volume":"38","author":"O Hernandez-Lerma","year":"1999","unstructured":"Hernandez-Lerma O, Vega-Amaya O, Carrasco G (1999) Sample-path optimality and variance-minimization of average cost Markov control processes. SIAM J Control Optim 38:79\u201393","journal-title":"SIAM J Control Optim"},{"key":"258_CR11","doi-asserted-by":"crossref","unstructured":"Huo H, Zou X, Guo X (2017) The risk probability criterion for discounted continuous-time Markov decision processes. Discrete Event Dynamic Systems: Theory and Applications","DOI":"10.1007\/s10626-017-0257-6"},{"key":"258_CR12","unstructured":"Littman ML, Dean TL, Kaelbling LP (1995) On the complexity of solving Markov decision problems. In: Proceedings of the Eleventh conference on Uncertainty in artificial intelligence. Morgan Kaufmann Publishers Inc."},{"issue":"2","key":"258_CR13","doi-asserted-by":"crossref","first-page":"732","DOI":"10.1109\/TSG.2013.2268462","volume":"5","author":"PB Luh","year":"2014","unstructured":"Luh PB, Yu Y, Zhang B, Litvinov E, Zheng T, Zhao F, Zhao J, Wang C (2014) Grid integration of intermittent wind generation: a Markovian approach. IEEE Trans Smart Grid 5(2):732\u2013741","journal-title":"IEEE Trans Smart Grid"},{"key":"258_CR14","doi-asserted-by":"crossref","first-page":"191","DOI":"10.1109\/9.905687","volume":"46","author":"P Marbach","year":"2001","unstructured":"Marbach P, Tsitsiklis JN (2001) Simulation-based optimization of Markov reward processes. IEEE Trans Autom Control 46:191\u2013209","journal-title":"IEEE Trans Autom Control"},{"key":"258_CR15","first-page":"77","volume":"7","author":"H Markowitz","year":"1952","unstructured":"Markowitz H (1952) Portfolio selection. J Financ 7:77\u201391","journal-title":"J Financ"},{"key":"258_CR16","unstructured":"Mannor S, Tsitsiklis JN (2011) Mean-variance optimization in Markov decision processes. In: Proceedings of the 28th international conference on machine learning. Bellevue, WA, USA"},{"key":"258_CR17","unstructured":"Melekopoglou M, Condon A (1990) On the complexity of the policy iteration algorithm for stochastic games. Technical Report CS-TR-90-941, Computer Sciences Department, University of Wisconsin Madison"},{"key":"258_CR18","doi-asserted-by":"crossref","unstructured":"Powell WB (2007) Approximate dynamic programming: solving the curses of dimensionality. Wiley","DOI":"10.1002\/9780470182963"},{"key":"258_CR19","doi-asserted-by":"crossref","DOI":"10.1002\/9780470316887","volume-title":"Markov decision processes: discrete stochastic dynamic programming","author":"ML Puterman","year":"1994","unstructured":"Puterman ML (1994) Markov decision processes: discrete stochastic dynamic programming. Wiley, New York"},{"issue":"7587","key":"258_CR20","doi-asserted-by":"crossref","first-page":"484","DOI":"10.1038\/nature16961","volume":"529","author":"D Silver","year":"2016","unstructured":"Silver D, Huang A, Maddison CJ et al (2016) Mastering the game of Go with deep neural networks and tree search. Nature 529(7587):484\u2013489","journal-title":"Nature"},{"key":"258_CR21","doi-asserted-by":"crossref","first-page":"175","DOI":"10.1287\/opre.42.1.175","volume":"42","author":"MJ Sobel","year":"1994","unstructured":"Sobel MJ (1994) Mean-variance tradeoffs in an undiscounted MDP. Oper Res 42:175\u2013183","journal-title":"Oper Res"},{"key":"258_CR22","unstructured":"Tamar A, Castro DD, Mannor S (2012) Policy gradients with variance related risk criteria. In: Proceedings of the 29th international conference on machine learning (ICML). Edinburgh, Scotland"},{"key":"258_CR23","doi-asserted-by":"crossref","first-page":"44","DOI":"10.1109\/TEC.2006.889616","volume":"22","author":"BC Ummels","year":"2007","unstructured":"Ummels BC, Gibescu M, Pelgrum E, Kling WL, Brand AJ (2007) Impacts of wind power on thermal generation unit commitment and dispatch. IEEE Trans Energy Convers 22:44\u201351","journal-title":"IEEE Trans Energy Convers"},{"issue":"2","key":"258_CR24","doi-asserted-by":"crossref","first-page":"133","DOI":"10.1007\/s10626-013-0167-1","volume":"24","author":"L Xia","year":"2014","unstructured":"Xia L (2014) Event-based optimization of admission control in open queueing networks. Discrete Event Dynamic Systems: Theory and Applications 24(2):133\u2013151","journal-title":"Discrete Event Dynamic Systems: Theory and Applications"},{"key":"258_CR25","doi-asserted-by":"crossref","unstructured":"Xia L (2016) Optimization of parametric policies of Markov decision processes under a variance criterion. In: Proceedings of the 13th international workshop on discrete event systems (WODES2016). Xi\u2019an, China, May 30-June 1, pp 332\u2013337","DOI":"10.1109\/WODES.2016.7497868"},{"key":"258_CR26","doi-asserted-by":"crossref","first-page":"269","DOI":"10.1016\/j.automatica.2016.06.018","volume":"73","author":"L Xia","year":"2016","unstructured":"Xia L (2016) Optimization of Markov decision processes under the variance criterion. Automatica 73 :269\u2013278","journal-title":"Automatica"},{"key":"258_CR27","doi-asserted-by":"crossref","first-page":"29","DOI":"10.1016\/j.automatica.2015.01.006","volume":"54","author":"L Xia","year":"2015","unstructured":"Xia L, Jia QS (2015) Parameterized Markov decision process and its application to service rate control. Automatica 54:29\u201335","journal-title":"Automatica"}],"container-title":["Discrete Event Dynamic Systems"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10626-017-0258-5\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10626-017-0258-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10626-017-0258-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,10,2]],"date-time":"2019-10-02T16:44:42Z","timestamp":1570034682000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10626-017-0258-5"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,8,26]]},"references-count":27,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2018,3]]}},"alternative-id":["258"],"URL":"https:\/\/doi.org\/10.1007\/s10626-017-0258-5","relation":{},"ISSN":["0924-6703","1573-7594"],"issn-type":[{"value":"0924-6703","type":"print"},{"value":"1573-7594","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,8,26]]}}}