Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems (Q1596471)

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Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems
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    Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems (English)
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    1 September 2002
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    \(TD(\lambda)\) algorithms
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    Monte Carlo simulations
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    optimal control
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    infinite horizon linear regulator problem
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    discrete-time Markovian jump linear systems
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    Markovian decision processes
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