Abstract
In this chapter we study stochastic discrete control problems and Markov decision processes with finite time horizon. We assume that the set of states of dynamical system is finite and the starting and the final states are fixed.
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© 2015 Springer International Publishing Switzerland
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Lozovanu, D., Pickl, S. (2015). Dynamic Programming Algorithms for Finite Horizon Control Problems and Markov Decision Processes. In: Optimization of Stochastic Discrete Systems and Control on Complex Networks. Advances in Computational Management Science, vol 12. Springer, Cham. https://doi.org/10.1007/978-3-319-11833-8_4
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DOI: https://doi.org/10.1007/978-3-319-11833-8_4
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-11832-1
Online ISBN: 978-3-319-11833-8
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