| Article ID: | iaor19952245 |
| Country: | Germany |
| Volume: | 15 |
| Start Page Number: | 225 |
| End Page Number: | 230 |
| Publication Date: | Jun 1994 |
| Journal: | OR Spektrum |
| Authors: | White D.J. |
This paper presents three algorithms for solving a problem in which it is required to get an optimal compromise between the average expected reward per unit time and the variance of the reward per unit time. The algorithms lead to an