Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
DOI10.1080/02331934.2016.1193737zbMATH Open1351.90160OpenAlexW2340117870MaRDI QIDQ2836080FDOQ2836080
Authors: Masayuki Yao, Takashi Kamihigashi 
Publication date: 7 December 2016
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2016.1193737
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Cites Work
- Stochastic optimal control. The discrete time case
- On dynamic programming with unbounded returns
- On discounted dynamic programming with unbounded returns
- Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- Dynamic programming with homogeneous functions
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
- Existence and uniqueness of a fixed point for local contractions
- Discounted dynamic programming with unbounded returns: application to economic models
- On the Bellman equation of the overtaking criterion
- Dynamic programming and penalty functions
- On the Bellman equation of the overtaking criterion: Addendum
- An application of Kleene's fixed point theorem to dynamic programming
Cited In (4)
- Fast value iteration: an application of Legendre-Fenchel duality to a class of deterministic dynamic programming problems in discrete time
- Input optimization for infinite-horizon discounted programs
- Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs
- Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
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