Optimal switching among a finite number of Markov processes (Q1145637)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching among a finite number of Markov processes |
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Optimal switching among a finite number of Markov processes (English)
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1981
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optimal switching
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controlled one-dimensional diffusion
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optimal discounted cost function
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unique solution
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quasi-variational inequalities
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existence
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stationary optimal policy
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policy iteration method
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Markov decision processes
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