A Partitioning Algorithm for Markov Decision Processes with...

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Management Science 2017 / 02

A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure

Chen, Ningyuan, Kou, Steven, Wang, Chun
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Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.2016.2639
Date:
February, 2017
File:
PDF, 523 KB
english, 2017
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