Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293)

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    Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
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      Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (English)
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      26 September 2014
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      Bellman equation
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      continuous-time Markov decision process
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      dynamic programming
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      dynkin's formula
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