On Reducing a Jump Controllable Markov Model to a Model with Discrete Time (Q3905099)
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English | On Reducing a Jump Controllable Markov Model to a Model with Discrete Time |
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On Reducing a Jump Controllable Markov Model to a Model with Discrete Time (English)
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1980
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discrete time
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jump model
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Borel state space
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Borel action space
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continuous time
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epsilon-optimal Markov strategy
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model reduction
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