Dynamic programming with state-dependent discounting.
John StachurskiJunnan ZhangPublished in: J. Econ. Theory (2021)
Keyphrases
- state dependent
- dynamic programming
- optimal policy
- steady state
- multistage
- markov decision processes
- product form
- continuous state
- state space
- queueing networks
- infinite horizon
- reinforcement learning
- long run
- asymptotically optimal
- arrival rate
- stereo matching
- inventory level
- markov chain
- queue length
- single server
- stationary distribution
- linear programming
- optimal control
- partially observable markov decision processes
- initial state
- service rates
- customer demand
- machine learning
- finite state
- sufficient conditions