Markov decision processes with quasi-hyperbolic discounting
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Publication:2022761
DOI10.1007/s00780-020-00443-2zbMath1471.91310OpenAlexW3098354098WikidataQ115606323 ScholiaQ115606323MaRDI QIDQ2022761
Andrzej S. Nowak, Anna Jaśkiewicz
Publication date: 29 April 2021
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-020-00443-2
Applications of game theory (91A80) Stochastic models in economics (91B70) Economic growth models (91B62) Markov and semi-Markov decision processes (90C40) Dynamic games (91A25) Portfolio theory (91G10)
Related Items (3)
Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting ⋮ Short Communication: Existence of Markov Equilibrium Control in Discrete Time ⋮ Long-Run Impulse Control with Generalized Discounting
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