Variance-minimization of Markov control processes with pathwise constraints (Q3145054): Difference between revisions
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Revision as of 22:56, 19 March 2024
scientific article
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English | Variance-minimization of Markov control processes with pathwise constraints |
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Variance-minimization of Markov control processes with pathwise constraints (English)
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13 December 2012
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(discrete-time) Markov control processes
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average reward criteria
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pathwise average reward
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constrained control problems
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