Markov Decision Processes on Borel Spaces with Total Cost and Random Horizon
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DOI: 10.1007/s10957-012-0262-8
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- Levhari, David & Mirman, Leonard J, 1977. "Savings and Consumption with an Uncertain Horizon," Journal of Political Economy, University of Chicago Press, vol. 85(2), pages 265-281, April.
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- David González-Sánchez & Fernando Luque-Vásquez & J. Adolfo Minjárez-Sosa, 2019. "Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies," Dynamic Games and Applications, Springer, vol. 9(1), pages 103-121, March.
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Keywords
Markov decision process; Total cost; Random horizon; Varying-time discount factor;All these keywords.
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