Publication:2892535
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zbMath1241.93053MaRDI QIDQ2892535
Raúl Montes-De-oca, Hugo Cruz-Suárez, Gabriel Zacarías
Publication date: 18 June 2012
Full work available at URL: https://eudml.org/doc/196815
stochastic Euler equation; discounted Markov decision processes; consumption and investment problems; differentiable optimal policy; differentiable value function
93E12: Identification in stochastic control theory
91B42: Consumer behavior, demand theory
62M02: Markov processes: hypothesis testing
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