Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains

  1. Prieto-Rumeau, T.
  2. Hernández-Lerma, O.
Journal:
Mathematical Methods of Operations Research

ISSN: 1432-2994,  1432-5217

Year of publication: 2009

Volume: 70

Issue: 3

Pages: 527-540

Type: Article

DOI: 10.1007/S00186-008-0276-Z GOOGLE SCHOLAR
Data source: Scopus