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ORCID"On the First Passage g-Mean-Variance Optimality for Discounted ..."
Xianping Guo, Xiangxiang Huang, Yi Zhang (2015)
- Xianping Guo, Xiangxiang Huang, Yi Zhang
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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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