Affine Structure and Invariant Policies for Dynamic Programs
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Publication:3313646
DOI10.1287/moor.8.3.342zbMath0531.90095OpenAlexW2010952292MaRDI QIDQ3313646
Uriel G. Rothblum, Eric V. Denardo
Publication date: 1983
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.8.3.342
infinite horizonfinite horizonComputational methodsaffine structureoptimal policysequential decision processesstationary invariant policy
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Economic growth models (91B62)
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