Generalised discounting in dynamic programming with unbounded returns
type: Item
instance of: scholarly article
title: Generalised discounting in dynamic programming with unbounded returns
zbMATH Open document ID: 1408.90305
author: Anna Jaskiewicz
author: Janusz Matkowski
author: Andrzej S. Nowak
published in: Operations Research Letters
publication date: 2018-09-28T00:00:00Z
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 6945256
zbMATH Keywords: dynamic programming
zbMATH Keywords: discount functions
zbMATH Keywords: unbounded returns
zbMATH Keywords: Bellman equation
zbMATH Keywords: economic growth
MaRDI profile type: Publication
full work available at URL: j.orl.2014.03.004
OpenAlex ID: W2083534175
cites work: Q5722776
cites work: Discounted Dynamic Programming
cites work: Q4421936
cites work: On dynamic programming with unbounded returns
cites work: Handbook of Markov decision processes. Methods and applications
cites work: Q4255598
cites work: Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting
cites work: On variable discounting in dynamic programming: applications to resource extraction and other economic models
cites work: Stochastic games with unbounded payoffs: applications to robust control in economics
cites work: Two characterizations of optimality in dynamic programming
cites work: Q4080100
cites work: Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
cites work: Q4002751
cites work: Negative Dynamic Programming
cites work: Markov programming by successive approximations with respect to weighted supremum norms
DOI: 10.1016/J.ORL.2014.03.004
description: scientific article; zbMATH DE number 6945256