Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
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Publication:2249573
DOI10.1007/S00199-013-0789-4zbMATH Open1327.90361OpenAlexW2127619555MaRDI QIDQ2249573FDOQ2249573
Publication date: 2 July 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-013-0789-4
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Cited In (16)
- Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
- On temporal aggregators and dynamic programming
- Unbounded dynamic programming via the Q-transform
- On maximin dynamic programming and the rate of discount
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
- An abstract topological approach to dynamic programming
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- A generalization of Fatou's lemma for extended real-valued functions on \(\sigma\)-finite measure spaces: with an application to infinite-horizon optimization in discrete time
- Do not blame Bellman: it is Koopmans' fault
- An approximation approach to dynamic programming with unbounded returns
- Special issue: Supermodularity and monotone methods in economics
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