Publication:1752646

DOI10.1007/S10957-018-1241-5zbMATH Open1409.90191OpenAlexW2788587367MaRDI QIDQ1752646FDOQ1752646

Olivier F. Morand, Suchismita Tarafdar, Kevin Reffett

Publication date: 24 May 2018

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-018-1241-5

zbMATH Keywords

dynamic programmingClarke regularityenvelope theorem, Lipschitz function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Dynamic programming (90C39)

Cites Work

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• Lipschitz continuity of value functions in Markovian decision processes
• Comparative statics for the consumer problem
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• The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators

Cited In (3)

• Envelope theorems for static optimization and calculus of variations
• The envelope theorem, Euler and Bellman equations, without differentiability
• The envelope theorem in dynamic optimization

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