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

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

ISSN: 1432-2994 1432-5217

Année de publication: 2009

Volumen: 70

Número: 3

Pages: 527-540

Type: Article

DOI: 10.1007/S00186-008-0276-Z GOOGLE SCHOLAR