Valuing programs with deterministic and stochastic cycles

DOI10.1016/J.JEDC.2008.08.007MaRDI QIDQ2271656zbMATH OpenOpenAlexWikidataFDO

Authors Harry J. Paarsch, John Rust

Publication date 7 August 2009

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2008.08.007

zbMATH Keywords

circulant matrixcyclic inversion algorithmdeterministic cyclesdynamic programmingpolicy iterationstochastic cycles

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Applications of optimal control and differential games (49N90) Stochastic systems in control theory (general) (93E03)

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Cites work

• Cycle Representations of Markov Processes
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)

Cited in

(2)

• Stochastic dynamics and Edmonds' algorithm
• Technical note -- cyclic variables and Markov decision processes

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