Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
type: Item
instance of: scholarly article
title: Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
zbMATH Open document ID: 1274.90472
author: Jun Fei
author: Eugene A. Feinberg
published in: Annals of Operations Research
publication date: 2013-11-12T00:00:00Z
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 6225986
zbMATH Keywords: MDP
zbMATH Keywords: variance
zbMATH Keywords: total discounted costs
zbMATH Keywords: stopping time
zbMATH Keywords: discounting
MaRDI profile type: Publication
full work available at URL: s10479-012-1230-2
OpenAlex ID: W2012752541
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DOI: 10.1007/S10479-012-1230-2
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description: scientific article; zbMATH DE number 6225986