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  • Search: subject:"Bellman Operator"
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Year of publication
Subject
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Bellman operator 7 Mathematical programming 7 Mathematische Optimierung 7 Theorie 7 Theory 7 Dynamic programming 6 Dynamische Optimierung 5 Bellman Operator 2 Koopmans operator 2 Stochastic process 2 Stochastic recursive utility 2 Stochastischer Prozess 2 dynamic programming 2 Aggregation 1 Dynamic Programming 1 Fixed Point 1 Fixed point 1 Legendre-Fenchel transform 1 Multiplicity 1 Nutzen 1 Nutzenfunktion 1 Thompson aggregator 1 USA 1 Uniform Convergence 1 Uniqueness 1 United States 1 Utility 1 Utility function 1 Value Iteration 1 Value function 1 convex analysis 1 ecursive utility 1 multiplicity 1
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Online availability
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Free 7 Undetermined 1
Type of publication
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Book / Working Paper 5 Article 4
Type of publication (narrower categories)
All
Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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English 7 Undetermined 2
Author
All
Kamihigashi, Takashi 5 Bloise, Gaetano 3 Cuong Le Van 2 Vailakis, Yiannis 2 Yao, Masayuki 2 Carpio, Ronaldo 1 Hosoya, Yuhki 1 Vailakis, Y. 1
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Institution
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Research Institute for Economics and Business Administration, Kobe University 2
Published in...
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Discussion paper series / Research Institute for Economics and Business Administration, Kobe University 3 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 2 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Journal of economic theory 1 Journal of mathematical economics 1 Theoretical economics letters 1
Source
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ECONIS (ZBW) 7 RePEc 2
Showing 1 - 9 of 9
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An approximation approach to dynamic programming with unbounded returns
Bloise, Gaetano; Cuong Le Van; Vailakis, Y. - In: Journal of mathematical economics 111 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015071665
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Do not blame Bellman : it is Koopmans' fault
Bloise, Gaetano; Cuong Le Van; Vailakis, Yiannis - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 1, pp. 111-140
Persistent link: https://www.econbiz.de/10014486674
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Fast value iteration : an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
Carpio, Ronaldo; Kamihigashi, Takashi - 2019
Persistent link: https://www.econbiz.de/10012161862
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Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
Kamihigashi, Takashi; Yao, Masayuki - Research Institute for Economics and Business … - 2015
function is always a fixed point of a modified version of the Bellman operator. We also show that value iteration monotonically … Bellman operator, and satisfies a transversality-like condition. These results require no assumption except for the general …
Persistent link: https://www.econbiz.de/10011262935
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Convex dynamic programming with (bounded) recursive utility
Bloise, Gaetano; Vailakis, Yiannis - In: Journal of economic theory 173 (2018), pp. 118-141
Persistent link: https://www.econbiz.de/10011941617
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Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming
Kamihigashi, Takashi - Research Institute for Economics and Business … - 2012
We study existence and uniqueness of a fixed point for the Bellman operator in deterministic dynamic programming …. Without any topological assumption, we show that the Bellman operator has a unique fixed point in a restricted domain, that …
Persistent link: https://www.econbiz.de/10009493055
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Existence and uniqueness of a fixed point for the Bellman operator in deterministic dynamic programming
Kamihigashi, Takashi - 2012
Persistent link: https://www.econbiz.de/10009522314
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Existence and uniqueness of a fixed point for the Bellman operator in deterministic dynamic programming
Kamihigashi, Takashi - 2011
Persistent link: https://www.econbiz.de/10009312214
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A fixed point theorem and an application to Bellman operators
Hosoya, Yuhki; Yao, Masayuki - In: Theoretical economics letters 3 (2013) 1, pp. 65-68
Persistent link: https://www.econbiz.de/10010239029
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