Lipschitz continuous dynamic programming with discount II

DOI10.1016/J.NA.2006.08.027MaRDI QIDQ2373835zbMATH OpenOpenAlexFDO

Authors José M. Maroto, Manuel Morán

Publication date 16 July 2007

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.2006.08.027

zbMATH Keywords

dynamic programmingrenewable resourcesnonsmoothnessincreasing marginal returnsnonconcavities

Mathematics Subject Classification ID

Dynamic programming (90C39)

Recommendations

• Lipschitz continuous dynamic programming with discount
• Increasing Lipschitz continuous maximizers of some dynamic programs
• Lipschitz continuous policy functions for strongly concave optimization problems
• Non-concave dynamic programming
• Lipschitz continuity of value functions in Markovian decision processes

Cites work

• scientific article; zbMATH DE number 47134 (Why is no real title available?)
• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• scientific article; zbMATH DE number 3547015 (Why is no real title available?)
• scientific article; zbMATH DE number 3553458 (Why is no real title available?)
• scientific article; zbMATH DE number 3272164 (Why is no real title available?)
• A complete characterization of optimal growth paths in an aggregated model with a non-concave production function
• Dynamic efficiency of conservation of renewable resources under uncertainty.
• Dynamic programming in economics.
• Economically optimal policies for the utilization of biologically renewable resources
• Lipschitz continuous dynamic programming with discount
• On optimal cycles in dynamic programming models with convex return function
• On the economically optimal exploitation of a renewable resource: The case of a convex environment and a convex return function

Cited in

(10)

• Team optimization problems with Lipschitz continuous strategies
• Lipschitz continuous dynamic programming with discount
• Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values
• scientific article; zbMATH DE number 786222 (Why is no real title available?)
• Lipschitz continuity of value functions in Markovian decision processes
• Lipschitz continuous policy functions for strongly concave optimization problems
• Non-concave dynamic programming
• Hölder continuity of the policy function approximation in the value function approximation
• A polyhedral approximation approach to concave numerical dynamic programming
• Increasing Lipschitz continuous maximizers of some dynamic programs

This page was built for publication: Lipschitz continuous dynamic programming with discount II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2373835)