Optimal choice for finite and infinite horizons
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DOI: 10.26481/umamet.2012024
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References listed on IDEAS
- W. A. Brock & A. Haurie, 1976. "On Existence of Overtaking Optimal Trajectories Over an Infinite Time Horizon," Mathematics of Operations Research, INFORMS, vol. 1(4), pages 337-346, November.
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- Fudenberg, Drew & Levine, David, 1983. "Subgame-perfect equilibria of finite- and infinite-horizon games," Journal of Economic Theory, Elsevier, vol. 31(2), pages 251-268, December.
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- Brock, William A, 1970. "An Axiomatic Basis for the Ramsey- Weizsacker Overtaking Criterion," Econometrica, Econometric Society, vol. 38(6), pages 927-929, November.
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Cited by:
- János Flesch & Arkadi Predtetchinski & Eilon Solan, 2017. "Sporadic Overtaking Optimality in Markov Decision Problems," Dynamic Games and Applications, Springer, vol. 7(2), pages 212-228, June.
- Galit Ashkenazi-Golan & János Flesch & Arkadi Predtetchinski & Eilon Solan, 2020. "Reachability and Safety Objectives in Markov Decision Processes on Long but Finite Horizons," Journal of Optimization Theory and Applications, Springer, vol. 185(3), pages 945-965, June.
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