Discrete-time Markov control processes with recursive discount rates.

DOI10.14736/KYB-2016-3-0403zbMATH Open1357.49110OpenAlexW2467842068MaRDI QIDQ2829120FDOQ2829120

Juan González-Hernández, Yofre H. García

Publication date: 26 October 2016

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/145783

zbMATH Keywords

optimal stochastic controldynamic programming method

Mathematics Subject Classification ID

Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited In (1)

• Solutions of semi-Markov control models with recursive discount rates and approximation by $\epsilon-$optimal policies

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