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**On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes.**
*(English)*
Zbl 1322.90108

### Keywords:

continuous-time Markov decision processes; state-action-dependent discount factors; first passage mean-optimality; first passage \(g\)-mean-based variance minimization
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\textit{X. Guo} et al., SIAM J. Control Optim. 53, No. 3, 1406--1424 (2015; Zbl 1322.90108)

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### References:

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