Discounted dynamic optimization and Bregman divergence

被引：0
|
作者：
Sorger, Gerhard [1 ]
机构：
[1] Univ Vienna, Dept Econ, Oskar Morgenstern Pl 1, A-1090 Vienna, Austria
来源：
JOURNAL OF MATHEMATICAL ECONOMICS | 2024年 / 110卷
关键词：
Dynamic optimization; Bregman divergence; Discounting; Convexity; Rationalizability; POLICY FUNCTIONS;
D O I：
10.1016/j.jmateco.2023.102935
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We define the concept of Bregman continuity and show that a function is an optimal policy function of a discounted dynamic optimization problem if and only if it is Bregman continuous.
引用
收藏
页数：6
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