Solvency Markov Decision Processes with Interest

DOI10.4230/LIPIcs.FSTTCS.2013.487zbMath1360.91091arXiv1310.3119OpenAlexW2963565802MaRDI QIDQ2963937

Vojtěch Forejt, Petr Novotný, Aistis Simaitis, Tomáš Brázdil, Taolue Chen

Publication date: 21 February 2017

Full work available at URL: https://arxiv.org/abs/1310.3119

zbMATH Keywords

complexityalgorithmsMarkov decision processesmarket models

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Other game-theoretic models (91A40) Markov and semi-Markov decision processes (90C40) Auctions, bargaining, bidding and selling, and other market models (91B26)

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