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"A Partitioning Algorithm for Markov Decision Processes with Applications ..."

Ningyuan Chen, Steven Kou, Chun Wang (2018)

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DOI: 10.1287/MNSC.2016.2639

access: closed

type: Journal Article

metadata version: 2020-06-30

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Ningyuan Chen, Steven Kou, Chun Wang:
A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure. Manag. Sci. 64(2): 784-803 (2018)

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