A simple dual control problem with an analytical solution
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Publication:4113714
DOI10.1109/TAC.1976.1101383zbMath0344.93079MaRDI QIDQ4113714
Publication date: 1976
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)
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