Solving MDP functional equations by lexicographic optimization (Q3945968)

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Solving MDP functional equations by lexicographic optimization
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    Solving MDP functional equations by lexicographic optimization (English)
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    1982
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    lexicographic optimization
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    optimal value-vector
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    discounted infinite horizon semi-Markovian decision process
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    monotone contraction operator
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    existence proof
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    Howard's policy-iteration algorithm
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    coupled functional equations
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    higher-order optimality criteria
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    convergence analysis
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