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Infinite Horizon Optimal Control Problems with Discount Factor on the State, Part II: Analysis of the Control Problem.
Eduardo Casas
Karl Kunisch
Published in:
SIAM J. Control. Optim. (2023)
Keyphrases
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optimal control
infinite horizon
optimal control problems
discount factor
markov decision processes
optimal policy
control strategy
partially observable
state space
long run
constraint programming
production planning
markov decision problems