scientific article; zbMATH DE number 6027108

zbMath1249.90312MaRDI QIDQ5389901

Hugo Cruz-Suárez, Raúl Montes-De-oca

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33830

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

zbMATH Keywords

Euler equationrandom noisedeterministic control systemdiscounted Markov control process

Mathematics Subject Classification ID

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

Related Items (7)

A version of the Euler equation in discounted Markov decision processes ⋮ Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty ⋮ Optimal strategies for a fishery model applied to utility functions ⋮ An envelope theorem and some applications to discounted Markov decision processes ⋮ Unnamed Item ⋮ Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption ⋮ Partially observable Markov decision processes with partially observable random discount factors

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• On the Differentiability of the Value Function in Dynamic Models of Economics
• Mathematical Methods and Models for Economists

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