Solving the cost to go with time penalization using the Lagrange optimization approach (Q2099888)

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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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