Solving the cost to go with time penalization using the Lagrange optimization approach (Q2099888)
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English | Solving the cost to go with time penalization using the Lagrange optimization approach |
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Solving the cost to go with time penalization using the Lagrange optimization approach (English)
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21 November 2022
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time penalization
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Lagrange
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continuous time
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optimization
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Markov chains
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