Weighted discounted Markov decision processes with perturbation (Q1806068)

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Weighted discounted Markov decision processes with perturbation
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    Weighted discounted Markov decision processes with perturbation (English)
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    20 February 2000
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    For the weighted reward discounted Markov decision processes with perturbation, existence of an optimal simple ultimately deterministic policy is derived and \(\delta\)-optimal policies are characterized.
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    Markov decision processes
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    perturbation
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    optimal policies
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