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    Statements

    author
    Hugo Cruz-Suárez
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    Raúl Montes-De-oca
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    Gabriel Zacarías
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    publication date
    18 June 2012
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    zbMATH Keywords
    discounted Markov decision processes
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    differentiable value function
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    differentiable optimal policy
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    stochastic Euler equation
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    consumption and investment problems
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    Identifiers

    Mathematics Subject Classification ID
    93E12
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    62M02
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    91B42
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    zbMATH DE Number
    6047595
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