Stochastic Optimal Policies When the Discout Rate Vanishes
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- Nishimura, Kazuo & Stachurski, John, 2007. "Stochastic optimal policies when the discount rate vanishes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1416-1430, April.
References listed on IDEAS
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- repec:spr:joptap:v:141:y:2009:i:2:d:10.1007_s10957-008-9491-2 is not listed on IDEAS
- Armando F. Mendoza-Pérez & Héctor Jasso-Fuentes & Omar A. De-la-Cruz Courtois, 2016. "Constrained Markov decision processes in Borel spaces: from discounted to average optimality," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 84(3), pages 489-525, December.
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KeywordsDynamic programming; Long-run optimality.;
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