scientific article

zbMath1278.90425MaRDI QIDQ2868780

Rosa María Flores-Hernández

Publication date: 19 December 2013

Full work available at URL: http://dml.cz/handle/10338.dmlcz/143520?show=full

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov decision processpolicy iteration algorithmtotal discounted costtotal discounted rewarddecreasing optimal policyincreasing optimal policy

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Markov decision processes with applications to finance.
• Discounted dynamic programming with unbounded returns: application to economic models
• Capital accumulation and the optimization of renewable resource models
• Incomplete security markets with infinitely many states: An introduction
• A note on risk-sensitive control of invariant models
• Conditions for the uniqueness of optimal policies of discounted Markov decision processes
• Invariant problems in discounted dynamic programming

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