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Almost sure optimality and optimality in probabilityfor stochastic control problems over aninfinite time horizon.

Paolo Dai PraGiovanni B. Di MasiBarbara Trivellato
Published in: Ann. Oper. Res. (1999)
Keyphrases
  • control problems
  • reinforcement learning
  • optimal control
  • optimal solution
  • adaptive control
  • average reward
  • queueing systems
  • state space
  • stochastic model
  • average cost
  • stochastic control