A mathematical programming approach to a problem in variance penalised Markov decision processes (Q1317531)

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scientific article; zbMATH DE number 530093
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A mathematical programming approach to a problem in variance penalised Markov decision processes
scientific article; zbMATH DE number 530093

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    A mathematical programming approach to a problem in variance penalised Markov decision processes (English)
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    17 March 1994
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    variance
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    average expected reward
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    \(\varepsilon\)-optimal solution
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