Coordination Effects and Optimal Policy Choices of Macroprudential Policy and Monetary Policy.
Haifeng PanDingSheng ZhangPublished in: Complex. (2020)
Keyphrases
- optimal policy
- markov decision processes
- finite horizon
- monetary policy
- decision problems
- long run
- reinforcement learning
- state space
- dynamic programming
- multistage
- infinite horizon
- control policies
- state dependent
- finite state
- markov decision process
- average reward
- bayesian reinforcement learning
- sufficient conditions
- policy iteration
- markov decision problems
- lost sales
- average cost
- asymptotically optimal
- partially observable markov decision processes
- expected reward
- long term
- multi agent