Lipschitz continuous dynamic programming with discount

DOI10.1016/J.NA.2005.03.100MaRDI QIDQ2488263zbMATH OpenOpenAlexFDO

Authors José M. Maroto, Manuel Morán

Publication date 25 August 2005

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2005.03.100

zbMATH Keywords

Dynamic programmingNon-smoothnessOptimal growthOptimizationRenewable resources

Mathematics Subject Classification ID

Dynamic programming (90C39)

Recommendations

• Lipschitz continuous dynamic programming with discount II
• Lipschitz continuous policy functions for strongly concave optimization problems
• Lipschitz continuity of value functions in Markovian decision processes
• Lipschitzian estimates in discrete-time constrained optimal control
• Increasing Lipschitz continuous maximizers of some dynamic programs

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Cited in

(9)

• On -optimal continuous selectors and their application in discounted dynamic programming
• Lipschitz continuous policy functions for strongly concave optimization problems
• Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values
• Generalized envelope theorems: applications to dynamic programming
• Local Lipschitz regularity for functions satisfying a time-dependent dynamic programming principle
• Lipschitz continuous dynamic programming with discount II
• Increasing Lipschitz continuous maximizers of some dynamic programs
• Lipschitzian estimates in discrete-time constrained optimal control
• Lipschitz continuity of value functions in Markovian decision processes

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