Discrete-time Markov control processes with recursive discount rates.

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

Authors: Yofre H. García, Juan González-Hernández 

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

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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 (5)

• Title not available (Why is that?)
• Solutions of semi-Markov control models with recursive discount rates and approximation by \(\epsilon\)-optimal policies.
• Markov control processes with randomized discounted cost
• Discrete-time control with non-constant discount factor
• Discounted Markov control processes induced by deterministic systems

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