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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Latest revision as of 18:06, 9 December 2024
scientific article
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English | 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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