Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm (Q300040)

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Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
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    Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm (English)
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    23 June 2016
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    dynamic programming
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    Markov decision processes
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    embedding
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    time aggregation
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    stochastic optimal control
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