Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Year of publication: |
2024
|
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Authors: | Rincón-Zapatero, Juan Pablo |
Published in: |
Theoretical Economics. - ISSN 1555-7561. - Vol. 19.2024, 3, p. 1223-1260
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Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Stochastic dynamic programming | Bellman equation | contraction mapping | weighted contraction | local contraction | Q-transform | endogenous growth |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/TE5161 [DOI] 1898328919 [GVK] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; E20 - Consumption, Saving, Production, Employment, and Investment. General |
Source: |
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Rincón-Zapatero, Juan Pablo, (2024)
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Rincón-Zapatero, Juan Pablo, (2022)
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On Discounted Dynamic Programming with Unbounded Returns
Matkowski, Janusz, (2008)
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Rincón-Zapatero, Juan Pablo, (2020)
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Rincón-Zapatero, Juan Pablo, (2022)
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
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