Continuity and differentiability of expected value functions in dynamic discrete choice models

DOI10.3982/QE41MaRDI QIDQ3072527zbMATH OpenFDO

Authors Andriy Norets

Publication date 4 February 2011

Published in Quantitative Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/QE41

zbMATH Keywords

continuitydifferentiabilitydynamic discrete choice models

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cited in

(8)

• Differentiability conditions for stochastic hybrid systems with application to the optimal design of microgrids
• Obtaining analytic derivatives for a popular discrete-choice dynamic programming model
• Semiparametric Bayesian estimation of dynamic discrete choice models
• A computationally efficient fixed point approach to dynamic structural demand estimation
• Solving dynamic discrete choice models using smoothing and sieve methods
• Parametric continuity in dynamic programming problems
• A fast resample method for parametric and semiparametric models
• Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables

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