Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
Year of publication: |
2013
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Authors: | Fei, Jun ; Feinberg, Eugene A. |
Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 208.2013, 1, p. 433-450
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