Generalised discounting in dynamic programming with unbounded returns
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Publication:1785221
DOI10.1016/j.orl.2014.03.004zbMath1408.90305OpenAlexW2083534175MaRDI QIDQ1785221
Janusz Matkowski, Anna Jaśkiewicz, Andrzej S. Nowak
Publication date: 28 September 2018
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2014.03.004
Dynamic programming (90C39) Economic growth models (91B62) Markov and semi-Markov decision processes (90C40)
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