Lipschitz continuous dynamic programming with discount II

DOI10.1016/J.NA.2006.08.027zbMATH Open1149.90170OpenAlexW2069977324MaRDI QIDQ2373835FDOQ2373835

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

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zbMATH Keywords

dynamic programmingrenewable resourcesnonsmoothnessincreasing marginal returnsnonconcavities

Mathematics Subject Classification ID

Dynamic programming (90C39)

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• Lipschitz continuous dynamic programming with discount

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
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• 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

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