A polyhedral approximation approach to concave numerical dynamic programming

DOI10.1016/j.jedc.2013.06.001zbMath1402.90201OpenAlexW2094495840MaRDI QIDQ1994163

Yuichiro Waki, Kenichi Fukushima

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.06.001

zbMATH Keywords

dynamic programmingnumerical methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Dynamic programming (90C39)

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• Computing Supergame Equilibria
• Optimal Investment with Costly Reversibility

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