Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
Tomás Prieto-Rumeau; Onésimo Hernández-Lerma
| Year of publication: |
2009
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|---|---|
| Authors: | Prieto-Rumeau, Tomás ; Hernández-Lerma, Onésimo |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 70.2009, 3, p. 527-540
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| Subject: | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003909296