Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times (Q378766)
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English | Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times |
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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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