Solving Finite-Horizon Discounted Non-Stationary MDPS
| Autor: | Bouchra El Akraoui, Daoui Cherki |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2023 |
| Předmět: | |
| Zdroj: | Folia Oeconomica Stetinensia, Vol 23, Iss 1, Pp 1-15 (2023) |
| Druh dokumentu: | article |
| ISSN: | 1898-0198 2023-0001 |
| DOI: | 10.2478/foli-2023-0001 |
| Popis: | Markov Decision Processes (MDPs) are a powerful framework for modeling many real-world problems with finite-horizons that maximize the reward given a sequence of actions. Although many problems such as investment and financial market problems where the value of a reward decreases exponentially with time, require the introduction of interest rates. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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