Optimal policies in the class of infinitely differentiable functions for discounted linear-quadratic models

zbMATH Open1198.90387MaRDI QIDQ3568032FDOQ3568032

Raúl Montes-de-Oca, Hugo Cruz-Suárez

Publication date: 17 June 2010

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zbMATH Keywords

Euler equationlinear-quadratic modeloptimal policydiscounted Markov decision processTaylor's series around an equilibrium point

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited In (3)

• Title not available (Why is that?)
• On high-order differentiability of the policy function
• Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach

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