CONTROLLED MARKOV JUMP PROCESSES ASSOCIATED WITH A CHOICE OF STOPPING RULES (Q3952915)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONTROLLED MARKOV JUMP PROCESSES ASSOCIATED WITH A CHOICE OF STOPPING RULES |
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CONTROLLED MARKOV JUMP PROCESSES ASSOCIATED WITH A CHOICE OF STOPPING RULES (English)
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1980
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dynamic programming
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optimal stopping
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continuous-time Markov decision processes
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functional equation involving infinitesimal operators
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