Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Year of publication: |
[2022] ; This Version: March 7, 2022
|
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Authors: | Rincón-Zapatero, Juan Pablo |
Publisher: |
[Getafe (Spain)] : UC3M, Universidad Carlos III de Madrid |
Subject: | Stochastic Dynamic Programming | Contraction Mapping | Bellman Equation | Value Function | Endogenous Growth | Asset Pricing Model | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Endogenes Wachstumsmodell | Endogenous growth model |
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