Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs (Q4868806)

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scientific article; zbMATH DE number 853125
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Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs
scientific article; zbMATH DE number 853125

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    Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs (English)
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    7 March 1996
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    dynamic decision making
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    estimate of the maximal loss of optimality
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    non-convex optimization
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