Stopped decision processes in conjunction with general utility (Q2766113)

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scientific article; zbMATH DE number 1695524
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Stopped decision processes in conjunction with general utility
scientific article; zbMATH DE number 1695524

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    Stopped decision processes in conjunction with general utility (English)
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    27 January 2002
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    Markov decision process
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    stopping problem
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    Bandit problems
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    piecewise deterministic Markov processes
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    stopping time
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    exponential utility functions
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    optimal pair
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