Solving the cost to go with time penalization using the Lagrange optimization approach (Q2099888)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Solving the cost to go with time penalization using the Lagrange optimization approach
scientific article

    Statements

    Solving the cost to go with time penalization using the Lagrange optimization approach (English)
    0 references
    0 references
    21 November 2022
    0 references
    0 references
    time penalization
    0 references
    Lagrange
    0 references
    continuous time
    0 references
    optimization
    0 references
    Markov chains
    0 references
    0 references