Search Results - subject:"Constrained-optimal policy"

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Asset bubbles, unemployment, and financial market frictions

Hashimoto, Ken'ichi; Im, Ryonghun; Kunieda, Takuma; … - In: Economic inquiry 60 (2022) 4, pp. 1806-1832

Persistent link: https://www.econbiz.de/10013392263

Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces

Huang, Yonghui; Li, Zhongfei; Guo, Xianping - In: Operations research letters 42 (2014) 2, pp. 123-129

Persistent link: https://www.econbiz.de/10010364593

Constrained continuous-time Markov decision processes with average criteria

Zhang, Lanlan; Guo, Xianping - In: Mathematical Methods of Operations Research 67 (2008) 2, pp. 323-340

imposed on an expected average cost. We give suitable conditions that ensure the existence of a constrained-optimal policy …. Moreover, we show that the constrained-optimal policy randomizes between two stationary policies differing in at most one state …

Persistent link: https://www.econbiz.de/10010949960

Constrained continuous-time Markov decision processes with average criteria

Zhang, Lanlan; Guo, Xianping - In: Computational Statistics 67 (2008) 2, pp. 323-340

Persistent link: https://www.econbiz.de/10010759169