Lipschitz continuous dynamic programming with discount

被引：4
|
作者：
Maroto, JM
Moran, M [1 ]
机构：
[1] Univ Complutense, Dept Fundamentos Anal Econ 1, Madrid 28223, Spain
[2] Univ Complutense, Dept Estadist & Invest Operat 2, Madrid 28223, Spain
来源：
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2005年 / 62卷 / 05期
关键词：
dynamic programming; optimization; optimal growth; renewable resources; non-smoothness;
D O I：
10.1016/j.na.2005.03.100
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We show that if the return function, the technological constraints and the transition function of a standard problem of stochastic dynamic programming with discount satisfy Lipschitz regularity assumptions, then the value function is Lipschitz regular. (c) 2005 Elsevier Ltd. All rights reserved.
引用
收藏
页码：877 / 894
页数：18
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