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Markov decision processes with a stopping time constraint
Authors:Masayuki Horiguchi
Affiliation:(1) Division of Mathematical Sciences and Physics, Graduate School of Science and Technology, Chiba University, 33 Yayoi-cho 1-chome, Inage-ku, Chiba 263-8522, Japan (e-mail: horiguti@math.e.chiba-u.ac.jp), JP
Abstract:
Keywords:: Stopped Markov decision processes  constrained stopping time  mathematical programming formulation
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