Discrete-time Markov control processes with recursive discount rates

DOI10.14736/KYB-2016-3-0403zbMath1357.49110OpenAlexW2467842068MaRDI QIDQ2829120

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Publication date: 26 October 2016

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/145783

zbMATH Keywords

dynamic programming methodoptimal stochastic control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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