Discounted cost Markov decision processes on Borel spaces: The linear programming formulation (Q1329330)
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English | Discounted cost Markov decision processes on Borel spaces: The linear programming formulation |
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Discounted cost Markov decision processes on Borel spaces: The linear programming formulation (English)
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26 September 1995
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stochastic dynamic programs
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Borel state and action spaces
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discussed cost criterion
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absence of a duality gap
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strong duality
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