Convergence of value functions for finite horizon Markov decision processes with constraints (Q2232790)

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Convergence of value functions for finite horizon Markov decision processes with constraints
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    Convergence of value functions for finite horizon Markov decision processes with constraints (English)
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    8 October 2021
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    stochastic control
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    Markov decision process
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    value function
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    generalized principal eigenvalue
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    Bellman equation
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