Lipschitz continuous policy functions for strongly concave optimization problems
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Cites work
- scientific article; zbMATH DE number 3504682 (Why is no real title available?)
- scientific article; zbMATH DE number 3505708 (Why is no real title available?)
- scientific article; zbMATH DE number 3595941 (Why is no real title available?)
- A local analysis of stability and regularity of stationary states in discrete symmetric optimal capital accumulation models
- Competitive chaos
- Discounted Dynamic Programming
- On the indeterminacy of capital accumulation paths
- Optimal decisions over time and strange attractors: an analysis by the Bellman principle
- Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate
- Smoothness, Comparative Dynamics, and the Turnpike Property
Cited in
(39)- Rational expectations equilibria of economies with local interactions
- Characterizations and decomposition of strongly Wright-convex functions of higher order
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
- Lipschitz continuity of value functions in Markovian decision processes
- A note on Shiu-Fisher-Weil immunization theorem
- Functions generating \((m,M,\Psi)\)-Schur-convex sums
- Jensen's and Hermite-Hadamard's type inequalities for lower and strongly convex functions on normed spaces
- On the role of computation in economic theory
- On Lipschitz continuity of the iterated function system in a stochastic optimal growth model
- Strong concavity properties of indirect utility functions in multisector optimal growth models
- Optimality conditions and duality for multiobjective measurable subset selection problems
- On some properties of strictly convex functions
- Value and Policy Function Approximations in Infinite-Horizon Optimization Problems
- Hölder continuity of the policy function approximation in the value function approximation
- Near optimality of Lipschitz and smooth policies in controlled diffusions
- Open-loop and closed-loop equilibria in dynamic games with many players
- Discounted dynamic optimization and Bregman divergence
- Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty
- Smooth dynamics and computation in models of economic growth
- Policy gradient in Lipschitz Markov decision processes
- Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
- Lipschitz continuous dynamic programming with discount
- On strongly convex functions and related classes of functions
- Suboptimal solutions to dynamic optimization problems via approximations of the policy functions
- Calmness and Stability Properties of Marginal and Performance Functions
- Stationary equilibria in discounted stochastic games with weakly interacting players
- A turnpike theorem for continuous-time optimal-control models
- Increasing Lipschitz continuous maximizers of some dynamic programs
- A note on Shiu's immunization results
- Smooth dynamics and computation in models of economic growth
- Lipschitz continuous dynamic programming with discount II
- A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
- Stability of linear stochastic difference equations in strategically controlled random environments
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
- Remarks on \((F, t)\)-convex functions
- On the sensitivity of optimal growth paths
- Block-recursive equilibria in heterogeneous-agent models
- Estimates of the approximation error using Rademacher complexity: Learning vector-valued functions
- Competitive equilibrium cycles for small discounting in discrete-time two-sector optimal growth models
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