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Optimal Stopping Under Partial Observation: Near-Value Iteration.
Enlu Zhou
Published in:
IEEE Trans. Autom. Control. (2013)
Keyphrases
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optimal stopping
finite horizon
markov decision processes
infinite horizon
brownian motion
optimal policy
markov decision process
state space
dynamic programming
non stationary
stochastic process
reinforcement learning
cost function
long run
heavy traffic