Discrete-time control with non-constant discount factor
Héctor Jasso-Fuentes, José-Luis Menaldi, Tomás Prieto-Rumeau
| Year of publication: |
2020
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|---|---|
| Authors: | Jasso-Fuentes, Héctor ; Menaldi, José-Luis ; Prieto-Rumeau, Tomás |
| Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 92.2020, 2, p. 377-399
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| Subject: | Markov decision processes | Dynamic programming | Optimal stopping problems | Dynamische Optimierung | Markov-Kette | Markov chain | Diskontierung | Discounting | Suchtheorie | Search theory | Mathematische Optimierung | Mathematical programming | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-020-00716-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012395581