MARKOV DECISION DRIFT PROCESSES - CONDITIONS FOR OPTIMALITY OBTAINED BY DISCRETIZATION

被引:10
作者
HORDIJK, A [1 ]
SCHOUTEN, FV [1 ]
机构
[1] FREE UNIV AMSTERDAM,DEPT ACTUARIAL SCI & ECONOMETR,1007 MC AMSTERDAM,NETHERLANDS
关键词
D O I
10.1287/moor.10.1.160
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
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页码:160 / 173
页数:14
相关论文
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