Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times (Q378766)
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scientific article; zbMATH DE number 6225986
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| English | Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times |
scientific article; zbMATH DE number 6225986 |
Statements
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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0.91633564
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0.9009564
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0.89721847
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0.8950906
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0.8927374
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0.8884882
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0.8847907
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0.88469744
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