Discrete-time control with non-constant discount factor
DOI10.1007/S00186-020-00716-8zbMATH Open1454.93153OpenAlexW3037810159MaRDI QIDQ2216191FDOQ2216191
Authors: Héctor Jasso-Fuentes, Tomás Prieto-Rumeau, José-Luis Menaldi 
Publication date: 15 December 2020
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.wayne.edu/mathfrp/69
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Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
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Cited In (11)
- Death and discounting
- Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
- Discrete-time counterparts of the RL and RC multipliers
- Partially observable Markov decision processes with partially observable random discount factors
- Constrained Markov decision processes with non-constant discount factor
- Discrete-time hybrid control processes with unbounded costs
- Discrete-time switching control in random walks
- Markov decision processes with time-varying discount factors and random horizon.
- Discrete-time Markov control processes with recursive discount rates.
- A mean field absorbing control model for interacting objects systems
- Optimal stopping problems for a family of continuous-time Markov processes
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