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