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The optimal search for a Markovian target when the search path is constrained: the infinite-horizon case.
Sumeetpal S. Singh
Vikram Krishnamurthy
Published in:
IEEE Trans. Autom. Control. (2003)
Keyphrases
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infinite horizon
finite horizon
optimal policy
long run
search algorithm
search space
dynamic programming
optimal control
stochastic demand
production planning
markov decision processes
state space
single item
decision making
mathematical model
linear programming
lost sales
multi agent