Solving Finite-Horizon Discounted Non-Stationary MDPS
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DOI: 10.2478/foli-2023-0001
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References listed on IDEAS
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- Huijie Peng & Yan Cheng & Xingyuan Li, 2023. "Real-Time Pricing Method for Spot Cloud Services with Non-Stationary Excess Capacity," Sustainability, MDPI, vol. 15(4), pages 1-21, February.
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More about this item
Keywords
Markov Decision Process; Dynamic Programming; Backward Induction algorithm;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
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