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Decomposable jump decision processes |
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| Authors: | K.D. Glazebrook |
| Affiliation: | University of Newcastle upon Tyne, England |
| Abstract: | A large class of continuous parameter jump decision processes is considered. Pontryagin's Maximum Principle is used to derive a necessary condition for optimality. An optimal strategy may frequently be obtained explicitly. |
| Keywords: | Dynamic programming Markov and semi-Markov decision processes optimal control Pontryagin Maximum Principle |
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