Continuous-time Markov decision processes with state-dependent discount factors (Q693162)

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Continuous-time Markov decision processes with state-dependent discount factors
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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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