Stochastic dynamic programming with non-linear discounting (Q2234309)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dynamic programming with non-linear discounting |
scientific article |
Statements
Stochastic dynamic programming with non-linear discounting (English)
0 references
19 October 2021
0 references
stochastic dynamic programming
0 references
nonlinear discounting
0 references
Bellman equation
0 references
optimal stationary policy
0 references
0 references
0 references
0 references
