Persistently optimal policies in stochastic dynamic programming with generalized discounting
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Other versions of this item:
- A. Jaśkiewicz & J. Matkowski & A. S. Nowak, 2013. "Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting," Mathematics of Operations Research, INFORMS, vol. 38(1), pages 108-121, February.
References listed on IDEAS
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More about this item
KeywordsStochastic dynamic programming; Persistently optimal policies; Variable discounting; Bellman equation; Resource extraction; Growth theory;
- D90 - Microeconomics - - Micro-Based Behavioral Economics - - - General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-07-02 (All new papers)
- NEP-DGE-2011-07-02 (Dynamic General Equilibrium)
- NEP-ORE-2011-07-02 (Operations Research)
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