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

MaRDI QIDQ3568032zbMATH OpenFDO

Authors Raúl Montes-de-Oca, Hugo Cruz-Suárez

Publication date 17 June 2010

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)

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Cited in

(5)

• A version of the Euler equation in discounted Markov decision processes
• 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
• scientific article; zbMATH DE number 4029302 (Why is no real title available?)
• Suboptimality of the value iteration policies in discounted linear-quadratic models

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