Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming
Year of publication: |
2012-02
|
---|---|
Authors: | Kamihigashi, Takashi |
Institutions: | Research Institute for Economics and Business Administration, Kobe University |
Subject: | Dynamic programming | Bellman operator | Value function | Fixed point |
Extent: | application/pdf |
---|---|
Series: | Discussion Paper Series. - ISSN 1345-2207. |
Type of publication: | Book / Working Paper |
Notes: | Number DP2012-05 14 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
-
Kamihigashi, Takashi, (2015)
-
An Order-Theoretic Approach to Dynamic Programming: An Exposition
Kamihigashi, Takashi, (2013)
-
Kamihigashi, Takashi, (2012)
- More ...
-
Necessity of Transversality Conditions for Stochastic Problems
Kamihigashi, Takashi, (2002)
-
Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks
Kamihigashi, Takashi, (2006)
-
Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
Kamihigashi, Takashi, (2015)
- More ...