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New discount and average optimality conditions for continuous-time Markov decision processes - MaRDI portal

New discount and average optimality conditions for continuous-time Markov decision processes (Q3074487)

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New discount and average optimality conditions for continuous-time Markov decision processes
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    New discount and average optimality conditions for continuous-time Markov decision processes (English)
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    9 February 2011
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    occupation measure
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    optimality inequality/equation
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    discounted cost optimal policy
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    average cost optimal policy
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    minimum nonnegative solution method
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