An Algorithm for Making Regime-Changing Markov Decisions
In industrial applications, the processes of optimal sequential decision making are naturally formulated and optimized within a standard setting of Markov decision theory. In practice, however, decisions must be made under incomplete and uncertain information about parameters and transition probabil...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-10-01
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| Series: | Algorithms |
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| Online Access: | https://www.mdpi.com/1999-4893/14/10/291 |