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~isPartOf:"Computational Statistics"
~isPartOf:"Economics letters"
~subject:"Discounted Markov decision process"
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Discounted Markov decision process
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optimal policy
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AMS Classification: 90C40
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An envelope theorem and some applications to discounted Markov decision processes
Cruz-Suárez, Hugo
;
Montes-de-Oca, Raúl
- In:
Computational Statistics
67
(
2008
)
2
,
pp. 299-321
system, the value function and the
optimal
policy
of the problem are differentiable with respect to the state of the system …
Persistent link: https://www.econbiz.de/10010759282
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