| Article ID: | iaor19961757 |
| Country: | India |
| Volume: | 16 |
| Issue: | 2 |
| Start Page Number: | 381 |
| End Page Number: | 386 |
| Publication Date: | May 1995 |
| Journal: | Journal of Information & Optimization Sciences |
| Authors: | White D.J. |
| Keywords: | lagrange multipliers, programming: markov decision |
This note gives an alternative Lagrangean based parametric programming approach to solving a mean-variance problem in a Markov decision problem to two existing approaches, and gives a qualitative comparison.