Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times (Q378766): Difference between revisions
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| Property / Mathematics Subject Classification ID: 90C40 / rank | |||
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| Property / zbMATH DE Number: 6225986 / rank | |||
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MDP | |||
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total discounted costs | |||
| Property / zbMATH Keywords: total discounted costs / rank | |||
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stopping time | |||
| Property / zbMATH Keywords: stopping time / rank | |||
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discounting | |||
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Revision as of 11:12, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times |
scientific article |
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Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times (English)
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12 November 2013
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MDP
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variance
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total discounted costs
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stopping time
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discounting
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