Markov decision processes with quasi-hyperbolic discounting

Applications of game theory (91A80) Portfolio theory (91G10) Markov and semi-Markov decision processes (90C40) Dynamic games (91A25) Economic growth models (91B62) Stochastic models in economics (91B70)

Cites Work

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Markov programming by successive approximations with respect to weighted supremum norms
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Cited In (6)

Short Communication: Existence of Markov Equilibrium Control in Discrete Time
Axiomatization and Measurement of Quasi-Hyperbolic Discounting *
On Markov perfect equilibria in discounted stochastic ARAT games
Quantile Markov Decision Processes
Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
Long-Run Impulse Control with Generalized Discounting

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