The optimum stochastic control for a problem with random cost incursion times (Q3768792)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimum stochastic control for a problem with random cost incursion times |
scientific article |
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The optimum stochastic control for a problem with random cost incursion times (English)
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1986
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random cost incursion times
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sequential stochastic control problem
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optimal Bayesian control
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stochastic dynamic programming
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