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An approximation method for controlled discrete jump processes under partial observations - MaRDI portal

An approximation method for controlled discrete jump processes under partial observations (Q4540261)

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scientific article; zbMATH DE number 1769488
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An approximation method for controlled discrete jump processes under partial observations
scientific article; zbMATH DE number 1769488

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    An approximation method for controlled discrete jump processes under partial observations (English)
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    21 July 2002
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    control of discrete jump processes
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    partial observation
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    value function
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