Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming
Year of publication: |
2020
|
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Authors: | Rincón-Zapatero, Juan Pablo |
Published in: |
Economic theory bulletin. - Cham : Springer Internat. Publ., ISSN 2196-1093, ZDB-ID 2733052-7. - Vol. 8.2020, 1, p. 79-88
|
Subject: | Dynamic programming | Euler equation | Envelope Theorem | Theorie | Theory | Dynamische Optimierung | Variationsrechnung | Variational method | Mathematische Optimierung | Mathematical programming |
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