An envelope theorem and some applications to discounted Markov decision processes
Year of publication: |
2008
|
---|---|
Authors: | Cruz-Suárez, Hugo ; Montes-de-Oca, Raúl |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 67.2008, 2, p. 299-321
|
Subject: | Variationsrechnung | Variational method | Markov-Kette | Markov chain | Wachstumstheorie | Growth theory | Theorie | Theory |
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