Constrained continuous-time Markov decision processes on the finite horizon (Q2400495)
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English | Constrained continuous-time Markov decision processes on the finite horizon |
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Constrained continuous-time Markov decision processes on the finite horizon (English)
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1 September 2017
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continuous-time Markov decision process
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constrained-optimality
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finite horizon
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mixture of \(N+1\) deterministic Markov policies
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occupation measure
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