Singular control for discounted Markov Decision Processes in a general state space

Oswaldo Luiz V. Costa, François Dufour. Singular control for discounted Markov Decision Processes in a general state space. In Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011, Orlando, FL, USA, December 12-15, 2011. pages 7087-7092, IEEE, 2011. [doi]

Authors

Oswaldo Luiz V. Costa

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François Dufour

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