Some structured dynamic programs arising in economics

DOI10.1016/0898-1221(92)90199-RMaRDI QIDQ1202474zbMATH OpenOpenAlexFDO

Authors S. Singh, Rabah Amir, A. Hadim

Publication date 11 February 1993

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(92)90199-r

zbMATH Keywords

bounded rewardslattice programmingmonotonicityoptimal growthresource managementstationary discounted deterministic dynamic programs

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Economic growth models (91B62)

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Cites work

• A complete characterization of optimal growth paths in an aggregated model with a non-concave production function
• Capital accumulation and the optimization of renewable resource models
• Competitive equilibrium cycles
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Convergence of Dynamic Programming Models
• Dynamic programming and stochastic control
• Globally optimal paths in the nonclassical growth model
• scientific article; zbMATH DE number 3843492 (Why is no real title available?)
• scientific article; zbMATH DE number 3760107 (Why is no real title available?)
• Minimizing a Submodular Function on a Lattice
• One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
• Some Monotonicity Results for Partially Observed Markov Decision Processes
• Stochastic optimal control. The discrete time case

Cited in

(6)

• Input optimization for infinite-horizon discounted programs
• Sensitivity analysis of multisector optimal economic dynamics
• Dynamic programming with value convexity
• Structural Properties of Stochastic Dynamic Programs
• scientific article; zbMATH DE number 3956823 (Why is no real title available?)
• A note on a new class of solutions to dynamic programming problems arising in economic growth

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