An application of Kleene's fixed point theorem to dynamic programming

DOI10.1111/IJET.12074MaRDI QIDQ4584771zbMATH OpenOpenAlexFDO

Authors Masayuki Yao, Takashi Kamihigashi, Kevin Reffett

Publication date 4 September 2018

Published in International Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ijet.12074

zbMATH Keywords

Bellman equationdynamic programmingfixed pointvalue function

Mathematics Subject Classification ID

Dynamic programming (90C39)

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• Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
• Dynamics of diffusion on monoplex and multiplex networks: a message-passing approach
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