Discrete-time control with non-constant discount factor
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Publication:2216191
DOI10.1007/s00186-020-00716-8zbMath1454.93153OpenAlexW3037810159MaRDI QIDQ2216191
Tomás Prieto-Rumeau, Héctor Jasso-Fuentes, 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
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
Related Items (5)
Discrete-time switching control in random walks ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ Optimal Stopping Problems for a Family of Continuous-Time Markov Processes ⋮ A mean field absorbing control model for interacting objects systems ⋮ Partially observable Markov decision processes with partially observable random discount factors
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