Abhijit Gosavi. Finite horizon Markov control with one-step variance penalties. In 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010, Monticello, IL, USA, September 29 - October 1, 2020. pages 1355-1359, IEEE, 2010. [doi]
@inproceedings{Gosavi10,
title = {Finite horizon Markov control with one-step variance penalties},
author = {Abhijit Gosavi},
year = {2010},
doi = {10.1109/ALLERTON.2010.5707071},
url = {https://doi.org/10.1109/ALLERTON.2010.5707071},
researchr = {https://researchr.org/publication/Gosavi10},
cites = {0},
citedby = {0},
pages = {1355-1359},
booktitle = {48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010, Monticello, IL, USA, September 29 - October 1, 2020},
publisher = {IEEE},
isbn = {978-1-4244-8216-0},
}