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Titlebook: Dynamic Optimization; Deterministic and St Karl Hinderer,Ulrich Rieder,Michael Stieglitz Textbook 2016 Springer International Publishing AG

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41#
發(fā)表于 2025-3-28 15:21:06 | 只看該作者
42#
發(fā)表于 2025-3-28 20:59:22 | 只看該作者
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發(fā)表于 2025-3-28 22:55:57 | 只看該作者
Universitexthttp://image.papertrans.cn/e/image/283688.jpg
44#
發(fā)表于 2025-3-29 05:08:17 | 只看該作者
45#
發(fā)表于 2025-3-29 10:18:06 | 只看該作者
Models with Arbitrary Transition Lawinimal assumptions we state the reward iteration and the structure theorem. Binary MDPs and continuous versions of examples illustrate the results. A useful generalization of MDPs are MDPs with random environment. The random environment (such as economic factors) evolves within a set of states as an uncontrolled Markov chain.
46#
發(fā)表于 2025-3-29 14:33:42 | 只看該作者
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48#
發(fā)表于 2025-3-29 23:28:27 | 只看該作者
The Stationary Deterministic Model and the Basic Solution Procedurescription of the general problem, and derive the basic solution technique: value iteration and optimality criterion. This allows us to derive structural properties of the solution of the allocation problem.
49#
發(fā)表于 2025-3-30 00:21:46 | 只看該作者
Monotonicity of the Value Functionsof considerable importance. Here we study the monotonicity of ..(.) in . and, with arbitrary relations on ., also in .. Examples of structural properties considered in later sections are concavity and Lipschitz continuity of the value function. As a first benefit of each structural result it can ser
50#
發(fā)表于 2025-3-30 05:16:05 | 只看該作者
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