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Second-Order Necessary Conditions for the Infinite-Horizon Variational Problems.

Joël BlotNaïla Hayek
Published in: Math. Oper. Res. (1996)
Keyphrases
  • infinite horizon
  • optimal policy
  • decision problems
  • finite horizon
  • dynamic programming
  • sufficient conditions
  • optimal control
  • long run
  • dec pomdps
  • real time
  • decision makers
  • markov decision processes
  • single item