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