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Valuing programs with deterministic and stochastic cycles - MaRDI portal

Valuing programs with deterministic and stochastic cycles (Q2271656)

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Valuing programs with deterministic and stochastic cycles
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    Valuing programs with deterministic and stochastic cycles (English)
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    7 August 2009
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    dynamic programming
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    policy iteration
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    deterministic cycles
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    stochastic cycles
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    circulant matrix
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    cyclic inversion algorithm
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