Discrete-time Markov control processes with recursive discount rates. (Q2829120)
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scientific article; zbMATH DE number 6644302
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| English | Discrete-time Markov control processes with recursive discount rates. |
scientific article; zbMATH DE number 6644302 |
Statements
26 October 2016
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dynamic programming method
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optimal stochastic control
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Discrete-time Markov control processes with recursive discount rates. (English)
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