New exactly solvable examples for controlled discrete-time Markov chains (Q4007365)

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New exactly solvable examples for controlled discrete-time Markov chains
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    New exactly solvable examples for controlled discrete-time Markov chains (English)
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    27 September 1992
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    finite-horizon Markov decision process
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    unbounded Bellman function
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    optimality equation
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    optimal Markov \(A\)-strategies
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    entropy criterion
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