Perov's contraction principle and dynamic programming with stochastic discounting
Year of publication: |
2021
|
---|---|
Authors: | Akira Toda, Alexis |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 5, p. 815-819
|
Subject: | Contraction | Dynamic programming | Spectral radius | Vector-valued metric | Dynamische Optimierung | Mathematische Optimierung | Mathematical programming | Vertragstheorie | Contract theory | Stochastischer Prozess | Stochastic process |
-
Dynamic programming approach to principal-agent problems
Cvitanić, Jakša, (2018)
-
Optimal execution of accelerated share repuchase contracts with fixed notional
Guéant, Olivier, (2017)
-
A duality approach to continuous-time contracting problems with limited commitment
Miao, Jianjun, (2015)
- More ...
-
Pareto extrapolation: An analytical framework for studying tail inequality
Gouin-Bonenfant, Émilien, (2023)
-
Capital and labor income Pareto exponents across time and space
de Vries, Tjeerd, (2020)
-
Akira Toda, Alexis, (2015)
- More ...