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Simulation-based optimization of Markov reward processes - MaRDI portal

Simulation-based optimization of Markov reward processes (Q4540300)

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scientific article; zbMATH DE number 1769529
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Simulation-based optimization of Markov reward processes
scientific article; zbMATH DE number 1769529

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    Simulation-based optimization of Markov reward processes (English)
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    21 July 2002
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    parametrized policies
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    stochastic approximation
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    Markov decision processes
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