Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method (Q2836080): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/02331934.2016.1193737 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2340117870 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming with homogeneous functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On dynamic programming with unbounded returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal growth models with bounded or unbounded returns: A unifying approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case'' Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Uniqueness of a Fixed Point for Local Contractions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On discounted dynamic programming with unbounded returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discounted dynamic programming with unbounded returns: application to economic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: An application of Kleene's fixed point theorem to dynamic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Bellman equation of the overtaking criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Bellman equation of the overtaking criterion: Addendum / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming and penalty functions / rank
 
Normal rank

Latest revision as of 03:19, 13 July 2024

scientific article
Language Label Description Also known as
English
Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
scientific article

    Statements

    Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method (English)
    0 references
    0 references
    0 references
    0 references
    7 December 2016
    0 references
    dynamic programming
    0 references
    Bellman operator
    0 references
    fixed point
    0 references
    value iteration
    0 references
    penalty method
    0 references

    Identifiers