SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS (Q5369448)
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scientific article; zbMATH DE number 6792313
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English | SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS |
scientific article; zbMATH DE number 6792313 |
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SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS (English)
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17 October 2017
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Markov decisions
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approximate dynamic programming
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stochastic control
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duality
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