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A Generalization of Discounted Central Limit Theorem and its Berry-Esseen Analogue.

B. Amiri AghbilaghZ. ShisheborM. M. Saber
Published in: J. Stat. Theory Appl. (2014)
Keyphrases
  • central limit theorem
  • probability distribution
  • infinite horizon
  • markov decision processes
  • dynamic programming
  • heavy traffic
  • optimal policy