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Q-LEARNING WITH CENSORED DATA
We develop methodology for a multistage-decision problem with flexible number of stages in which the rewards are survival times that are subject to censoring. We present a novel Q-learning algorithm that is adjusted for censored data and allows a flexible number of stages. We provide finite sample b...
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| Auteurs principaux: | , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
2012
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| Sujets: | |
| Accès en ligne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3385950/ https://ncbi.nlm.nih.gov/pubmed/22754029 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/12-AOS968 |
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