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"Variance minimization for constrained discounted continuous-time MDPs with ..."

Jun Fei, Eugene A. Feinberg (2013)

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DOI: 10.1007/S10479-012-1230-2

access: closed

type: Journal Article

metadata version: 2020-08-13

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Jun Fei, Eugene A. Feinberg:
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times. Ann. Oper. Res. 208(1): 433-450 (2013)

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