Computational approaches to variance-penalised Markov decision processes (Q1198139)

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Computational approaches to variance-penalised Markov decision processes
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    Computational approaches to variance-penalised Markov decision processes (English)
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    16 January 1993
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    variance-penalised Markov decision process
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    parametric linear programming
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    parametric Lagrangean programming
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    parametric policy space approach
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