An abstract topological approach to dynamic programming

DOI10.1016/0304-4068(92)90022-YMaRDI QIDQ1184843zbMATH OpenOpenAlexFDO

Authors Peter A. Streufert

Publication date 28 June 1992

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4068(92)90022-y

zbMATH Keywords

dynamic programmingproduction correspondencebiconvergencerecursive utility framework

Mathematics Subject Classification ID

Dynamic programming (90C39) Utility theory (91B16) Dynamic programming in optimal control and differential games (49L20)

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• Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
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Cites work

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• scientific article; zbMATH DE number 3130574 (Why is no real title available?)
• scientific article; zbMATH DE number 3547015 (Why is no real title available?)
• scientific article; zbMATH DE number 3186512 (Why is no real title available?)
• A lattice-theoretical fixpoint theorem and its applications
• A simple dynamic general equilibrium model
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• Contraction Mappings in the Theory Underlying Dynamic Programming
• Decision Problems with Expected Utility Critera, I: Upper and Lower Convergent Utility
• Discounted Dynamic Programming
• Dynamic equilibria with unemployment due to undernourishment
• Markov-perfect equilibria in intergenerational games with consistent preferences
• Optimal growth and Pareto optimality
• Optimal growth with many consumers
• Ordinal Dynamic Programming
• Projection methods for solving aggregate growth models
• Recursive utility and the Ramsey problem
• Stationary Ordinal Utility and Impatience
• Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
• Stationary Utility and Time Perspective
• The Global Stability of Efficient Intertemporal Allocations
• The dynamics of efficient intertemporal allocations with many agents, recursive preferences, and production

Cited in

(12)

• Dynamic programming for non-additive stochastic objectives
• scientific article; zbMATH DE number 6931762 (Why is no real title available?)
• On temporal aggregators and dynamic programming
• On maximin dynamic programming and the rate of discount
• Incomplete market dynamics and cross-sectional distributions
• Dynamic programming solution of incentive constrained problems
• Dynamic equilibria with unemployment due to undernourishment
• Optimal growth models with bounded or unbounded returns: A unifying approach
• Convex dynamic programming with (bounded) recursive utility
• A CORRESPONDENCE-THEORETIC APPROACH TO DYNAMIC OPTIMIZATION
• Markov-perfect equilibria in intergenerational games with consistent preferences
• A general theory of separability for preferences defined on a countably infinite product space

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