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

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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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