Sequential decision problems on isolated time domains

DOI10.1016/J.JMAA.2011.09.068MaRDI QIDQ663626zbMATH OpenOpenAlexFDO

Authors Nezihe Turhan, Ferhan M. Atıcı

Publication date 27 February 2012

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.2011.09.068

zbMATH Keywords

dynamic programmingBellman equationisolated time scales

Mathematics Subject Classification ID

Dynamic programming (90C39) Dynamic equations on time scales or measure chains (34N05) Markov and semi-Markov decision processes (90C40) Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 1614153 (Why is no real title available?)
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 45454 (Why is no real title available?)
• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• scientific article; zbMATH DE number 2068407 (Why is no real title available?)
• A utility maximisation problem on multiple time scales
• An application of time scales to economics
• Euler-Lagrange equations for composition functionals in calculus of variations on time scales
• Hamilton-Jacobi-Bellman equations on time scales
• Isoperimetric problems on time scales with nabla derivatives
• On the Theory of Dynamic Programming
• Transversality conditions for infinite horizon variational problems on time scales

Cited in

(2)

• A nonlinear stochastic growth model on discrete time domains
• The investigation of a wealth distribution model on isolated discrete time domains

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