Continuous-time Markov decision processes with state-dependent discount factors (Q693162)
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scientific article; zbMATH DE number 6113950
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| English | Continuous-time Markov decision processes with state-dependent discount factors |
scientific article; zbMATH DE number 6113950 |
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Continuous-time Markov decision processes with state-dependent discount factors (English)
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7 December 2012
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continuous-time Markov decision processes
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state-dependent discount factor
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dynamic programming
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explicit and exact solution
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explicit expression
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0.911441683769226
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0.9102470278739928
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0.8809982538223267
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0.8764420747756958
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0.8751055002212524
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