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MR1887210 90C40 (91A60)
Dubins, Lester E.; Maitra, Ashok P.; Sudderth, William D. Invariant gambling problems and Markov decision processes. Handbook of Markov decision processes, 409--428, Internat. Ser. Oper. Res. Management Sci., 40, Kluwer Acad. Publ., Boston, MA, 2002.
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