Characterization of optimal plans for stochastic dynamic programs
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Cites work
- scientific article; zbMATH DE number 3298490 (Why is no real title available?)
- Discounted Dynamic Programming
- On Optimal Economic Growth with Variable Discount Rates: Existence and Stability Results
- On the Differentiability of the Value Function in Dynamic Models of Economics
- Stationary Optimal Policies with Discounting in a Stochastic Activity Analysis Model
- Stochastic Equilibrium and Optimality with Rolling Plans
Cited in
(16)- Asymmetric outcome in a symmetric dynamic duopoly
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- A note on the optimum quantity of money
- An envelope theorem and some applications to discounted Markov decision processes
- Intertemporal price--quality discrimination and the Coase conjecture
- Small noise asymptotics for a stochastic growth model
- Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption
- Smooth dynamics and computation in models of economic growth
- A new look at optimal growth under uncertainty
- Smooth dynamics and computation in models of economic growth
- Analytic solving of asset pricing models: the by force of habit case
- Stochastic optimal growth with nonconvexities
- Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty
- Stability of stochastic optimal growth models: a new approach
- Open-loop and closed-loop equilibria in dynamic games with many players
- Monetary equilibrium and the differentiability of the value function
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