Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting
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Publication:5169657
DOI10.1287/moor.1120.0561zbMath1291.90290OpenAlexW2108199457MaRDI QIDQ5169657
Andrzej S. Nowak, Janusz Matkowski, Anna Jaśkiewicz
Publication date: 11 July 2014
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c08064e1b0e9a4214cef47c20b4c21ca006fe1ed
Bellman equationstochastic dynamic programmingresource extractiongrowth theoryvariable discountingpersistently optimal policies
Dynamic programming (90C39) Economic growth models (91B62) Markov and semi-Markov decision processes (90C40) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)
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