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On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions.

Svetlana V. AnulovaHilmar MaiAlexander Yur'evich Veretennikov
Published in: SIAM J. Control. Optim. (2020)
Keyphrases
  • expected cost
  • cost function
  • long run
  • success probability
  • markov chain
  • optimal strategy
  • optimal solution
  • pairwise
  • np hard
  • text categorization
  • decision problems