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Constrained continuous-time Markov decision processes on the finite horizon (Q2400495)

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Constrained continuous-time Markov decision processes on the finite horizon
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    Constrained continuous-time Markov decision processes on the finite horizon (English)
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    1 September 2017
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    continuous-time Markov decision process
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    constrained-optimality
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    finite horizon
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    mixture of \(N+1\) deterministic Markov policies
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    occupation measure
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