Variance-minimization of Markov control processes with pathwise constraints

Author: Mendoza-Pérez Armando F.  

Publisher: Taylor & Francis Ltd

ISSN: 0233-1934

Source: Optimization, Vol.61, Iss.12, 2012-12, pp. : 1427-1447

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract