On discounted dynamic programming with unbounded returns
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Publication:2431099
DOI10.1007/S00199-010-0522-5zbMATH Open1219.90182OpenAlexW1984186330MaRDI QIDQ2431099FDOQ2431099
Authors: Janusz Matkowski, Andrzej S. Nowak 
Publication date: 8 April 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-010-0522-5
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contraction mappingstochastic dynamic programmingstochastic optimal growthBellman functional equation
Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40) Economic growth models (91B62) Optimal stochastic control (93E20)
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Cited In (25)
- Optimality of Ramsey-Euler policy in the stochastic growth model
- Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski's FPT
- Extinction in common property resource models: an analytically tractable example
- Stochastic games with unbounded payoffs: applications to robust control in economics
- Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
- Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
- On the expected total reward with unbounded returns for Markov decision processes
- Unbounded dynamic programming via the Q-transform
- On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
- Stochastic optimal growth model with risk sensitive preferences
- On maximin dynamic programming and the rate of discount
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
- Generalised discounting in dynamic programming with unbounded returns
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Discounted dynamic programming with unbounded returns: application to economic models
- Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
- Convex dynamic programming with (bounded) recursive utility
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- Dynamic programming with state-dependent discounting
- Do not blame Bellman: it is Koopmans' fault
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
- Markov perfect equilibria in OLG models with risk sensitive agents
- An approximation approach to dynamic programming with unbounded returns
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