Do not blame Bellman : it is Koopmans' fault
| Year of publication: |
2024
|
|---|---|
| Authors: | Bloise, Gaetano ; Cuong Le Van ; Vailakis, Yiannis |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 92.2024, 1, p. 111-140
|
| Subject: | Bellman operator | dynamic programming | Koopmans operator | multiplicity | Stochastic recursive utility | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
-
An approximation approach to dynamic programming with unbounded returns
Bloise, Gaetano, (2024)
-
Carpio, Ronaldo, (2019)
-
Portfolio optimization in DC pension scheme with unhedgeable stochastic wage
Menoncin, Francesco, (2025)
- More ...
-
Do Not Blame Bellman : It Is Koopmans’ Fault
Bloise, Gaetano, (2021)
-
An approximation approach to dynamic programming with unbounded returns
Bloise, Gaetano, (2024)
-
Recursive utility and optimal growth with bounded or un bounded returns
Cuong Le Van, (2005)
- More ...