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The Transformation Method for Continuous-Time Markov Decision Processes.

Alexey B. PiunovskiyYi Zhang
Published in: J. Optim. Theory Appl. (2012)
Keyphrases
  • markov decision processes
  • dynamic programming
  • objective function
  • state space
  • least squares
  • optimal policy
  • finite state
  • transition matrices
  • search algorithm
  • computational complexity
  • markov chain
  • heuristic search