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Stochastic Equilibrium and Optimality with Rolling Plans - MaRDI portal

Stochastic Equilibrium and Optimality with Rolling Plans

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Publication:3958234

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DOI10.2307/2526137zbMath0494.90015OpenAlexW2253853410MaRDI QIDQ3958234

Daniel F. Spulber, David A. Easley

Publication date: 1981

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/354.pdf

zbMATH Keywords

convergence infinite horizon existence uniqueness economic growth stochastic equilibrium approximate optimality discounted reward stationary Markov decision model discrete time stochastic dynamic programming macroplanning optimality of rolling plans stationary optimal plan

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Economic growth models (91B62) Markov and semi-Markov decision processes (90C40)

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