Affine Structure and Invariant Policies for Dynamic Programs
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Publication:3313646
DOI10.1287/moor.8.3.342zbMath0531.90095MaRDI 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 horizon; finite horizon; Computational methods; affine structure; optimal policy; sequential decision processes; stationary invariant policy
49L20: Dynamic programming in optimal control and differential games
90C39: Dynamic programming
91B62: Economic growth models
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