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Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies - MaRDI portal

Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies (Q5206521)

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scientific article; zbMATH DE number 7144950
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Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies
scientific article; zbMATH DE number 7144950

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    Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies (English)
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    18 December 2019
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    optimal stochastic control
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    dynamic programming method
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    semi-Markov processes
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