Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite horizon continuous-time Markov decision processes with mean and variance criteria |
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Finite horizon continuous-time Markov decision processes with mean and variance criteria (English)
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10 December 2018
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Markov decision processes
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continuous time
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finite horizon optimality
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HJB equation
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optimal policy
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