Discounted dynamic programming with unbounded returns: application to economic models

DOI10.1016/j.jmaa.2010.08.073zbMath1254.90292OpenAlexW2073437433MaRDI QIDQ633647

Andrzej S. Nowak, Anna Jaśkiewicz

Publication date: 29 March 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.08.073

zbMATH Keywords

Bellman equationstochastic dynamic programmingstochastic optimal growth

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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