Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293): Difference between revisions

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Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
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    Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (English)
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    26 September 2014
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    Bellman equation
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    continuous-time Markov decision process
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    dynamic programming
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    dynkin's formula
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