An envelope theorem and some applications to discounted Markov decision processes
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DOI: 10.1007/s00186-007-0155-z
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- Gladys Denisse Salgado Su¨¢rez & Hugo Cruz-Su¨¢rez & Jos¨¦ Dionicio Zacar¨ªas Flores, 2018. "Asymptotic Analysis of a Deterministic Control System via Euler's Equation Approach," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 10(1), pages 115-123, February.
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More about this item
Keywords
Envelope theorem; Discounted Markov decision process; Differentiability of the optimal value function; Differentiability of the optimal policy; Economic growth model; 90C40; 93E20;All these keywords.
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