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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    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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