Variance minimization for continuous-time Markov decision processes: two approaches (Q716529)

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Variance minimization for continuous-time Markov decision processes: two approaches
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    Variance minimization for continuous-time Markov decision processes: two approaches (English)
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    29 September 2011
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    continuous-time Markov decision process
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    Polish space
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    variance minimization
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    optimality equation
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    optimality inequality
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