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

DOI10.1007/s10479-012-1230-2zbMath1274.90472OpenAlexW2012752541MaRDI QIDQ378766

Eugene A. Feinberg, Jun Fei

Publication date: 12 November 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1230-2

zbMATH Keywords

stopping timevariancediscountingMDPtotal discounted costs

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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