Stochastic dynamic programming under recursive Epstein-Zin preferences
Fuente:
arXiv
Saved in:
| Main Authors: | Jaśkiewicz, Anna, Nowak, Andrzej S. |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Stochastic dynamic programming with non-linear discounting
by: Bäuerle, Nicole, et al.
Published: (2020)
by: Bäuerle, Nicole, et al.
Published: (2020)
Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations
by: Feinberg, Eugene A., et al.
Published: (2024)
by: Feinberg, Eugene A., et al.
Published: (2024)
Time-consistency in the mean-variance problem: A new perspective
by: Bäuerle, Nicole, et al.
Published: (2023)
by: Bäuerle, Nicole, et al.
Published: (2023)
Multi-gear bandits, partial conservation laws, and indexability
by: Niño-Mora, José
Published: (2026)
by: Niño-Mora, José
Published: (2026)
Multi-timescale Stochastic Programming with Applications in Power Systems
by: Zhang, Yihang, et al.
Published: (2025)
by: Zhang, Yihang, et al.
Published: (2025)
Dynamic Systems Coupled with Solutions of Stochastic Nonsmooth Convex Optimization
by: Luo, Jianfeng, et al.
Published: (2025)
by: Luo, Jianfeng, et al.
Published: (2025)
Reinforcement Learning with Markov Risk Measures and Multipattern Risk Approximation
by: Ruszczynski, Andrzej, et al.
Published: (2026)
by: Ruszczynski, Andrzej, et al.
Published: (2026)
Continuity of Filters for Discrete-Time Control Problems Defined by Explicit Equations
by: Feinberg, Eugene A., et al.
Published: (2023)
by: Feinberg, Eugene A., et al.
Published: (2023)
Differential Stochastic Variational Inequalities with Parametric Optimization
by: Chen, Xiaojun, et al.
Published: (2025)
by: Chen, Xiaojun, et al.
Published: (2025)
Epi-Consistent Approximation of Stochastic Dynamic Programs
by: Keehan, Dominic S. T., et al.
Published: (2025)
by: Keehan, Dominic S. T., et al.
Published: (2025)
New merit functions for multiobjective optimization and their properties
by: Tanabe, Hiroki, et al.
Published: (2020)
by: Tanabe, Hiroki, et al.
Published: (2020)
On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control
by: Keehan, Dominic S. T., et al.
Published: (2025)
by: Keehan, Dominic S. T., et al.
Published: (2025)
Linear models of dynamic optimization with linear constraints
by: Lahiri, Somdeb
Published: (2025)
by: Lahiri, Somdeb
Published: (2025)
Dual dynamic programming for stochastic programs over an infinite horizon
by: Ju, Caleb, et al.
Published: (2023)
by: Ju, Caleb, et al.
Published: (2023)
Solving Cutting Stock Problems via an Extended Ryan-Foster Branching Scheme and Fast Column Generation
by: da Silva, Renan F. F., et al.
Published: (2023)
by: da Silva, Renan F. F., et al.
Published: (2023)
Linear programming for finite-horizon vector-valued Markov decision processes
by: Mifrani, Anas, et al.
Published: (2025)
by: Mifrani, Anas, et al.
Published: (2025)
Dynamic Programming: From Local Optimality to Global Optimality
by: Stachurski, John, et al.
Published: (2024)
by: Stachurski, John, et al.
Published: (2024)
Age of information cost minimization with no buffers, random arrivals and unreliable channels: A PCL-indexability analysis
by: Niño-Mora, José
Published: (2026)
by: Niño-Mora, José
Published: (2026)
A fast-pivoting algorithm for Whittle's restless bandit index
by: Niño-Mora, José
Published: (2026)
by: Niño-Mora, José
Published: (2026)
Monotone Causality in Opportunistically Stochastic Shortest Path Problems
by: Gaspard, Mallory E., et al.
Published: (2023)
by: Gaspard, Mallory E., et al.
Published: (2023)
Solving Combinatorial Pricing Problems using Embedded Dynamic Programming Models
by: Bui, Quang Minh, et al.
Published: (2024)
by: Bui, Quang Minh, et al.
Published: (2024)
A Deterministic and Linear Model of Dynamic Optimization
by: Lahiri, Somdeb
Published: (2025)
by: Lahiri, Somdeb
Published: (2025)
Data-Driven Hull-Fouling Cleaning Schedule Optimization to Reduce Carbon Footprint of Vessels
by: Ward, Samuel, et al.
Published: (2026)
by: Ward, Samuel, et al.
Published: (2026)
MDP modeling for multi-stage stochastic programs
by: Morton, David P., et al.
Published: (2025)
by: Morton, David P., et al.
Published: (2025)
Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming
by: Löhne, Andreas, et al.
Published: (2015)
by: Löhne, Andreas, et al.
Published: (2015)
Subpath-Based Column Generation for Electric Vehicle Routing Problems
by: Jacquillat, Alexandre, et al.
Published: (2024)
by: Jacquillat, Alexandre, et al.
Published: (2024)
The vector linear program solver Bensolve -- notes on theoretical background
by: Löhne, Andreas, et al.
Published: (2015)
by: Löhne, Andreas, et al.
Published: (2015)
Stochastic Algorithms for Large-Scale Composite Optimization: the Case of Single-Shot X-FEL Imaging
by: Luke, D. Russell, et al.
Published: (2024)
by: Luke, D. Russell, et al.
Published: (2024)
Range of optimal values in absolute value linear programming with interval data
by: Hladík, Milan
Published: (2025)
by: Hladík, Milan
Published: (2025)
Efficient Tree Generation for Globally Optimal Decisions under Probabilistic Outcomes
by: Ozturk, Berk, et al.
Published: (2025)
by: Ozturk, Berk, et al.
Published: (2025)
Decentralized projected Riemannian stochastic recursive momentum method for nonconvex optimization
by: Deng, Kangkang, et al.
Published: (2024)
by: Deng, Kangkang, et al.
Published: (2024)
A successive difference-of-convex method for a class of two-stage nonconvex nonsmooth stochastic conic program via SVI
by: Zhang, Chao, et al.
Published: (2026)
by: Zhang, Chao, et al.
Published: (2026)
Learning Dominant States in Elementary Resource Constrained Shortest Path Problems
by: Basso, Saverio, et al.
Published: (2026)
by: Basso, Saverio, et al.
Published: (2026)
Convergence Rate of a Functional Learning Method for Contextual Stochastic Optimization
by: Smith, Noel, et al.
Published: (2026)
by: Smith, Noel, et al.
Published: (2026)
Dynamic Programming: Finite States
by: Sargent, Thomas J., et al.
Published: (2024)
by: Sargent, Thomas J., et al.
Published: (2024)
Cutting planes for signomial programming
by: Xu, Liding, et al.
Published: (2022)
by: Xu, Liding, et al.
Published: (2022)
Operation of an ambulance fleet under uncertainty
by: Guigues, Vincent, et al.
Published: (2022)
by: Guigues, Vincent, et al.
Published: (2022)
Stochastic Optimization under Hidden Convexity
by: Fatkhullin, Ilyas, et al.
Published: (2023)
by: Fatkhullin, Ilyas, et al.
Published: (2023)
Beyond binarity: Semidefinite programming for ternary quadratic problems
by: de Meijer, Frank, et al.
Published: (2026)
by: de Meijer, Frank, et al.
Published: (2026)
A squared smoothing Newton method for semidefinite programming
by: Liang, Ling, et al.
Published: (2023)
by: Liang, Ling, et al.
Published: (2023)
Similar Items
-
Stochastic dynamic programming with non-linear discounting
by: Bäuerle, Nicole, et al.
Published: (2020) -
Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations
by: Feinberg, Eugene A., et al.
Published: (2024) -
Time-consistency in the mean-variance problem: A new perspective
by: Bäuerle, Nicole, et al.
Published: (2023) -
Multi-gear bandits, partial conservation laws, and indexability
by: Niño-Mora, José
Published: (2026) -
Multi-timescale Stochastic Programming with Applications in Power Systems
by: Zhang, Yihang, et al.
Published: (2025)