Markov decision processes

Wednesday, May 9, 2018 - 3:30pm - 4:00pm
A discrete-time hybrid control model with Borel state and action spaces is introduced. In this type of models, the dynamic of the system is composed by two sub-dynamics affecting the evolution of the state; one is of a standard-type that runs almost every time and another is of a special-type that is active under special circumstances.
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