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1Academic Journal
المصدر: Mathematical Biosciences and Engineering, Vol 18, Iss 1, Pp 518-529 (2021)
مصطلحات موضوعية: discounted markov decision processes, dynamic programming, fishery model, euler equation, fishery research, utility functions, Biotechnology, TP248.13-248.65, Mathematics, QA1-939
وصف الملف: electronic resource
Relation: https://doaj.org/toc/1551-0018
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2Academic Journal
المؤلفون: Ortega-Gutiérrez, Israel, Cruz-Suárez, HUGO
المصدر: Proyecciones (Antofagasta, On line); Vol. 40 No. 1 (2021); 117-137 ; Proyecciones. Revista de Matemática; Vol. 40 Núm. 1 (2021); 117-137 ; 0717-6279 ; 10.22199/issn.0717-6279-2021-01
مصطلحات موضوعية: Discounted Markov decision processes, Uniqueness of optimal policies, Moreau-Yosida regularization, 90C40, 49M20
وصف الملف: application/pdf
Relation: https://www.revistaproyecciones.cl/index.php/proyecciones/article/view/4020/3656; https://www.revistaproyecciones.cl/index.php/proyecciones/article/view/4020
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3Academic Journal
المؤلفون: Feinberg, Eugene A., Shwartz, Adam
المصدر: Mathematics of Operations Research, 1996 Nov 01. 21(4), 922-945.
URL الوصول: https://www.jstor.org/stable/3690194
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4Academic Journal
المؤلفون: Herzberg, Meir, Yechiali, Uri
المصدر: Operations Research, 1994 Sep 01. 42(5), 940-946.
URL الوصول: https://www.jstor.org/stable/171550
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5
المصدر: Mathematical Biosciences and Engineering, Vol 18, Iss 1, Pp 518-529 (2021)
مصطلحات موضوعية: Conservation of Natural Resources, lcsh:Biotechnology, Fish farming, Fishing, Fisheries, Aquaculture, lcsh:TP248.13-248.65, Production (economics), Animals, Population dynamics of fisheries, Mexico, Mathematics, dynamic programming, euler equation, utility functions, business.industry, lcsh:Mathematics, Applied Mathematics, Reproduction, fishery research, Fishes, General Medicine, Function (mathematics), lcsh:QA1-939, Fishery, Dynamic programming, Computational Mathematics, Modeling and Simulation, discounted markov decision processes, General Agricultural and Biological Sciences, business, fishery model, Nonlinear regression
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6
المؤلفون: R. Israel Ortega-Gutiérrez, Hugo Cruz-Suárez
المصدر: Proyecciones (Antofagasta) v.40 n.1 2021
SciELO Chile
CONICYT Chile
instacron:CONICYTمصطلحات موضوعية: Mathematical optimization, Markov chain, Computer science, General Mathematics, 010103 numerical & computational mathematics, Function (mathematics), 01 natural sciences, Regularization (mathematics), Convexity, Complement (complexity), Discounted Markov decision processes, 010101 applied mathematics, Bellman equation, Markov decision process, Differentiable function, 0101 mathematics, Uniqueness of optimal policies, Moreau-Yosida regularization
وصف الملف: text/html
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7Academic Journal
مصطلحات موضوعية: keyword:discounted Markov decision processes, keyword:dynamic programming, keyword:unique optimal policy, keyword:non-uniqueness of optimal policies, keyword:Ekeland's variational principle, msc:90C40, msc:93E20
وصف الملف: application/pdf
Relation: mr:MR3482611; zbl:Zbl 1374.90407; reference:[1] Bertsekas, D. P.: Dynamic Programming: Deterministic and Stochastic Models.Prentice-Hall, NJ 1987. Zbl 0649.93001, MR 0896902; reference:[2] Bishop, E., Phelps, R. R.: The support functionals of a convex set.In: Proc. Sympos. Pure Math. Vol. VII, 1963 (V. L. Klee, ed.), Amer. Math. Soc., pp. 27-35. Zbl 0149.08601, MR 0154092, 10.1090/pspum/007/0154092; reference:[3] Borwein, J. M., Zhu, Q. J.: Techniques of Variational Analysis.Springer, New York 2005. Zbl 1076.49001, MR 2144010; reference:[4] Cruz-Suárez, D., Montes-de-Oca, R., Salem-Silva, F.: Conditions for the uniqueness of optimal policies of discounted Markov decision processes.Math. Methods Oper. Res. 60 (2004), 415-436. Zbl 1104.90053, MR 2106092, 10.1007/s001860400372; reference:[5] Cruz-Suárez, D., Montes-de-Oca, R.: Uniform convergence of the value iteration policies for discounted Markov decision processes.Bol. Soc. Mat. Mexicana 12 (2006), 133-152. MR 2301750; reference:[6] Ekeland, I.: On the variational principle.J. Math. Anal. Appl. 67 (1974), 324-353. Zbl 0286.49015, MR 0346619, 10.1016/0022-247x(74)90025-0; reference:[7] Hernández-Lerma, O., Lasserre, J. B.: Discrete-Time Markov Control Processes: Basic Optimality Criteria.Springer-Verlag, New York 1996. Zbl 0840.93001, MR 1363487, 10.1007/978-1-4612-0729-0; reference:[8] Lucchetti, R.: Convexity and Well-Posed Problems.CMS Books in Mathematics, Springer, New York 2006. Zbl 1106.49001, MR 2179578, 10.1007/0-387-31082-7; reference:[9] Montes-de-Oca, R., Lemus-Rodríguez, E.: An unbounded Berge's minimum theorem with applications to discounted Markov decision processes.Kybernetika 48 (2012), 268-286. Zbl 1275.90124, MR 2954325; reference:[10] Montes-de-Oca, R., Lemus-Rodríguez, E., Salem-Silva, F.: Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes.J. Appl. Math. 2013 (2013), 1-5. Zbl 1266.90113, MR 3039713, 10.1155/2013/271279; reference:[11] Rockafellar, R. T., Wets, R. J. B.: Variational Analysis.Springer, New York 2004. Zbl 0888.49001, MR 1491362; reference:[12] Tanaka, K., Hosino, M., Kuroiwa, D.: On an $\varepsilon $-optimal policy of discrete time stochastic control processes.Bull. Inform. Cybernet. 27 (1995), 107-119. MR 1335274
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8Academic Journal
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9Academic Journal
المؤلفون: Cruz-Suárez, Hugo, Montes-de-Oca, Raúl, Zacarías, Gabriel
مصطلحات موضوعية: keyword:discounted Markov decision processes, keyword:differentiable value function, keyword:differentiable optimal policy, keyword:stochastic Euler equation, keyword:consumption and investment problems, msc:62A10, msc:93E12
وصف الملف: application/pdf
Relation: mr:MR2907851; zbl:Zbl 1241.93053; reference:[1] Aliprantis, C. D., Burkinshaw, O.: Principles of Real Analysis. Academic Press, San Diego 1998. Zbl 1006.28001, MR 1669668; reference:[2] Angelatos, G. M.: Uninsured idiosyncratic investment risk and aggregate saving. Rev. Econom. Dynam. 10 (2007), 1–30. 10.1016/j.red.2006.11.001; reference:[3] Arrow, K. J.: A note on uncertainty and discounting in models of economic growth. J. Risk Unc. 38 (2009), 87–94. Zbl 1166.91321, 10.1007/s11166-009-9065-1; reference:[4] Bertsekas, D. P.: Dynamic Programming: Deterministic and Stochastic Models. Prentice-Hall, Belmont 1987. Zbl 0649.93001, MR 0896902; reference:[5] Brock, W., Mirman, L.: Optimal economic growth and uncertainty: the discounted case. J. Econom. Theory 4 (1972), 479–513. MR 0449517, 10.1016/0022-0531(72)90135-4; reference:[6] Cruz-Suárez, D., Montes-de-Oca, R., Salem-Silva, F.: Conditions for the uniqueness of optimal policies of discounted Markov decision processes. Math. Meth. Oper. Res. 60 (2004), 415–436. Zbl 1104.90053, MR 2106092, 10.1007/s001860400372; reference:[7] Cruz-Suárez, H., Montes-de-Oca, R.: Discounted Markov control processes induced by deterministic systems. Kybernetika 42 (2006), 647–664. Zbl 1249.90312, MR 2296506; reference:[8] Cruz-Suárez, H., Montes-de-Oca, R.: An envelope theorem and some applications to discounted Markov decision processes. Math. Meth. Oper. Res. 67 (2008), 299–321. Zbl 1149.90171, MR 2390061, 10.1007/s00186-007-0155-z; reference:[9] Dynkin, E. B., Yushkevich, A. A.: Controlled Markov Processes. Springer-Verlag, New York 1980. MR 0554083; reference:[10] Epstein, L., Zin, S.: Substitution, risk aversion, and the temporal behaviour of consumption and asset returns I: Theoretical framework. Econometrica 57 (1989), 937–969. MR 1006550, 10.2307/1913778; reference:[11] Fuente, A. De la: Mathematical Methods and Models for Economists. Cambridge University Press, Cambridge 2000. Zbl 0943.91001, MR 1735968; reference:[12] Gurkaynak, R. S.: Econometric tests of asset price bubbles: taking stock. J. Econom. Surveys 22 (2008), 166–186. 10.1111/j.1467-6419.2007.00530.x; reference:[13] Heer, B., Maussner, A.: Dynamic General Equilibrium Modelling: Computational Method and Application. Second edition, Springer-Verlag, Berlin 2005. MR 2378171; reference:[14] Hernández-Lerma, O., Lasserre, J. B.: Discrete-Time Markov Control Processes: Basic Optimality Criteria. Springer-Verlag, New York 1996. MR 1363487; reference:[15] Hernández-Lerma, O., Lasserre, J. B.: Value iteration and rolling plans for Markov control processes with unbounded rewards. J. Math. Anal. Appl. 177 (1993), 38–55. MR 1224804, 10.1006/jmaa.1993.1242; reference:[16] Jaskiewics, A., Nowak, A. S.: Discounted dynamic programming with unbounded returns: application to economic models. J. Math. Anal. Appl. 378 (2011), 450–462. MR 2773257, 10.1016/j.jmaa.2010.08.073; reference:[17] Korn, R., Kraft, H.: A stochastic control approach to portfolio problems with stochastic interest rates. SIAM J. Control Optim. 40 (2001), 1250–1269. Zbl 1020.93029, MR 1882732, 10.1137/S0363012900377791; reference:[18] Kamihigashi, T.: Stochastic optimal growth with bounded or unbounded utility and bounded or unbounded shocks. J. Math. Econom. 43 (2007), 477–500. MR 2317118, 10.1016/j.jmateco.2006.05.007; reference:[19] Levhari, D., Srinivasan, T. N.: Optimal savings under uncertainty. Rev. Econom. Stud. 36 (1969), 153–163. 10.2307/2296834; reference:[20] Mirman, L., Zilcha, I.: On optimal growth under uncertainty. J. Econom. Theory 2 (1975), 329–339. Zbl 0362.90024, MR 0414045, 10.1016/0022-0531(75)90022-8; reference:[21] Ramsey, F. P.: A Mathematical theory of saving. Econom. J. 38 (1928), 543–559.; reference:[22] Stokey, N., Lucas, R., Prescott, E.: Recursive Methods in Economic Dynamics. Harvard University Press, Cambridge 1989. MR 1105087
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10
المؤلفون: Jerzy A. Filar, Ali Eshragh
المساهمون: Eshragh, Ali, Filar, Jerzy Andrzej
مصطلحات موضوعية: Random graph, Discrete mathematics, General Mathematics, Operations Research & Management Science, discounted Markov decision processes, Mathematics, Applied, Polytope, random walks, Management Science and Operations Research, Random walk, Computer Science Applications, Combinatorics, Hamiltonian cycle problem, symbols.namesake, Random regular graph, symbols, Extreme point, Hamiltonian (quantum mechanics), Random geometric graph, Mathematics, Hamiltonian path problem, MathematicsofComputing_DISCRETEMATHEMATICS
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11Academic Journal
المؤلفون: Cruz-Suárez, Hugo, Montez-de-Oca, Raúl, Zacarías, Gabriel
مصطلحات موضوعية: discounted Markov decision processes, differentiable value function, differentiable optimal policy, stochastic Euler equation, consumption and investment problems
جغرافية الموضوع: [909]-929
وصف الملف: média; svazek
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12Academic Journal
مصطلحات موضوعية: discounted Markov decision processes, dynamic programming, unique optimal policy, non-uniqueness of optimal policies, Ekeland´s variational principle
جغرافية الموضوع: [66]-75
وصف الملف: média; svazek
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13
المصدر: Kybernetika | 2016 Volume:52 | Number:1
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14
المؤلفون: Cruz-Suárez, Hugo, Montez-de-Oca, Raúl, Zacarías, Gabriel
المصدر: Kybernetika | 2011 Volume:47 | Number:6
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