Variance-minimization of Markov control processes with pathwise constraints (Q3145054)

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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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