Affine Structure and Invariant Policies for Dynamic Programs

DOI10.1287/MOOR.8.3.342MaRDI QIDQ3313646zbMATH OpenOpenAlexFDO

Authors Eric V. Denardo, Uriel G. Rothblum

Publication date 1983

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.8.3.342

zbMATH Keywords

affine structureComputational methodsfinite horizoninfinite horizonoptimal policysequential decision processesstationary invariant policy

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Economic growth models (91B62)

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Cited in

(6)

• On fractional flow models and equivalent finite state processes
• (Approximate) iterated successive approximations algorithm for sequential decision processes
• Easy affine Markov decision processes
• Higher-Order and Average Reward Myopic-Affine Dynamic Models
• Myopic optimal strategies for a class of continuous-time deterministic and stochastic control problems
• Stable economic depreciation

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