An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note
Year of publication: |
2014-05
|
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Authors: | Kamihigashi, Takashi ; Reffett, Kevin ; Yao, Masayuki |
Institutions: | Research Institute for Economics and Business Administration, Kobe University |
Subject: | Dynamic programming | Bellman equation | Value function | Fixed point |
Extent: | application/pdf |
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Series: | Discussion Paper Series. - ISSN 1345-2207. |
Type of publication: | Book / Working Paper |
Notes: | Number DP2014-24 9 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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