InÖnite dynamic programming
Problem
The problem
∞∑
t= 1βt ^1 r(st,at)!maxst+ 1 =f(st,at),t= 1 , 2 ,...
at 2 Φ(st),t= 1 , 2 ,...is called stationary dynamic programming.
greg delong
(Greg DeLong)
#1
The problem
∞t= 1βt ^1 r(st,at)!maxst+ 1 =f(st,at),t= 1 , 2 ,...
at 2 Φ(st),t= 1 , 2 ,...is called stationary dynamic programming.