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A Constructive Approach to a Class of Ergodic HJB Equations with Unbounded and Nonsmooth Cost.
Patrick Cattiaux
Paolo Dai Pra
Sylvie Roelly
Published in:
SIAM J. Control. Optim. (2008)
Keyphrases
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hamilton jacobi bellman
optimal control
total cost
finite number
control problems
markov chain
average cost
learning algorithm
reinforcement learning
supply chain
differential equations