Variance-minimization of Markov control processes with pathwise constraints (Q3145054): Difference between revisions

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+https://doi.org/10.1080/02331934.2011.565762
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+W2043296438
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+Variance-Penalized Markov Decision Processes
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+Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
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+Markov decision processes with a minimum-variance criterion
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+Markov control processes with pathwise constraints
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