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  • Optimal policies in continuous Markov decision chains

    Creator:
    Ott, Melvin Leroy
    Abstract:
    For continuous time, finite state and action, Markov decision chains, optimal policies are studied; (i) a procedure for transforming the terminal reward vector is given and it is established that this transformation does not alter optimal policies, (ii) decision chains with absorbing states are studied and the results obtained are...
    Resource Type:
    Dissertation