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Numerical policy error bounds for -concave stochastic dynamic programming with non-interior solutions
Li, Huiyu - In: Computational economics 46 (2015) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10011478449
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Continuous state dynamic programming via nonexpansive approximation
Stachurski, John - In: Computational economics 31 (2008) 2, pp. 141-160
Persistent link: https://www.econbiz.de/10003685961
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Stability of stationary distributions in monotone economies
Kamihigashi, Takashi; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411413
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Fitted value function iteration with probability one contractions
Pál, Jenö; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411415
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Continuous state dynamic programming via nonexpansive approximation
Stachurski, John (contributor) - 2006
Persistent link: https://www.econbiz.de/10003289625
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Partial stochastic dominance via optimal transport
Kamihigashi, Takashi; Stachurski, John - In: Operations research letters 48 (2020) 5, pp. 584-586
Persistent link: https://www.econbiz.de/10012303414
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Optimal timing of decisions : a general theory based on continuation values
Ma, Qingyin; Stachurski, John - In: Journal of economic dynamics & control 101 (2019), pp. 62-81
Persistent link: https://www.econbiz.de/10012131026
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Dynamic programming deconstructed : transformations of the Bellman equation and computational efficiency
Ma, Qingyin; Stachurski, John - In: Operations research 69 (2021) 5, pp. 1591-1607
Persistent link: https://www.econbiz.de/10012661074
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Dynamic programming with state-dependent discounting
Stachurski, John; Zhang, Junnan - In: Journal of economic theory 192 (2021), pp. 1-36
Persistent link: https://www.econbiz.de/10012805413
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Coase meets Bellman : dynamic programming for production networks
Kikuchi, Tomoo; Nishimura, Kazuo; Stachurski, John; … - In: Journal of economic theory 196 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012813353