First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847)
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English | First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors |
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First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (English)
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2 October 2015
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discrete-time Markov decision process
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varying discount factor
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unbounded reward
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first passage optimality
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variance minimisation
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