Valuing programs with deterministic and stochastic cycles

DOI10.1016/J.JEDC.2008.08.007zbMath1170.49310OpenAlexW2012500724WikidataQ56813306 ScholiaQ56813306MaRDI QIDQ2271656

Harry J. Paarsch, John Rust

Publication date: 7 August 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2008.08.007

zbMATH Keywords

dynamic programmingcirculant matrixpolicy iterationdeterministic cyclesstochastic cyclescyclic inversion algorithm

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Applications of optimal control and differential games (49N90) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Technical Note—Cyclic Variables and Markov Decision Processes

Cites Work

• Unnamed Item
• Cycle Representations of Markov Processes

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