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"On the First Passage g-Mean-Variance Optimality for Discounted ..."

Xianping Guo, Xiangxiang Huang, Yi Zhang (2015)

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DOI: 10.1137/140968872

access: closed

type: Journal Article

metadata version: 2020-07-09

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Xianping Guo, Xiangxiang Huang, Yi Zhang:
On the First Passage g-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes. SIAM J. Control. Optim. 53(3): 1406-1424 (2015)

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