Incentive compatibility constraints and dynamic programming in continuous time (Q1592522): Difference between revisions

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Latest revision as of 08:46, 30 July 2024

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Incentive compatibility constraints and dynamic programming in continuous time
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    Incentive compatibility constraints and dynamic programming in continuous time (English)
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    20 March 2001
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    value function
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    infinite horizon continuous time optimal control
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    incentive compatibility constraints
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    second best Pareto optimum
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    dynamic programming principle
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    viscosity solution
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    Hamilton-Jacobi-Bellman equation
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