Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Year of publication: |
2024
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Authors: | Rincón-Zapatero, Juan Pablo |
Published in: |
Theoretical economics : TE ; an open access journal in economic theory. - Toronto : [Verlag nicht ermittelbar], ISSN 1555-7561, ZDB-ID 2220447-7. - Vol. 19.2024, 3, p. 1223-1260
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Subject: | Stochastic dynamic programming | Bellman equation | contraction mapping | weighted contraction | local contraction | Q-transform | endogenous growth | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Endogenes Wachstumsmodell | Endogenous growth model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/TE5161 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; E20 - Consumption, Saving, Production, Employment, and Investment. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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