IDEAS home Printed from https://ideas.repec.org/r/kob/dpaper/dp2013-35.html
   My bibliography  Save this item

Elementary Results on Solutions to the Bellman Equation of Dynamic Programming:Existence, Uniqueness, and Convergence

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Tom D. Holden, 2023. "Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints," The Review of Economics and Statistics, MIT Press, vol. 105(6), pages 1481-1499, November.
  2. Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022. "Unbounded dynamic programming via the Q-transform," Journal of Mathematical Economics, Elsevier, vol. 100(C).
  3. Bloise, G. & Van, C. Le & Vailakis, Y., 2024. "An approximation approach to dynamic programming with unbounded returns," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  4. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01437496, HAL.
  5. Agnieszka Wiszniewska-Matyszkiel & Rajani Singh, 2020. "When Inaccuracies in Value Functions Do Not Propagate on Optima and Equilibria," Mathematics, MDPI, vol. 8(7), pages 1-25, July.
  6. Takashi Kamihigashi & Kevin Reffett & Masayuki Yao, 2014. "An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note," Discussion Paper Series DP2014-24, Research Institute for Economics & Business Administration, Kobe University, revised Jul 2014.
  7. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On temporal aggregators and dynamic programming," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 787-817, October.
  8. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Documents de travail du Centre d'Economie de la Sorbonne 15053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  9. Ronaldo Carpio & Takashi Kamihigashi, 2015. "Fast Bellman Iteration: An Application of Legendre-Fenchel Duality to Infinite-Horizon Dynamic Programming in Discrete Time," Discussion Paper Series DP2015-11, Research Institute for Economics & Business Administration, Kobe University.
  10. Takashi Kamihigashi, 2014. "An order-theoretic approach to dynamic programming: an exposition," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 13-21, April.
  11. Masayuki Yao, 2016. "Recursive Utility and the Solution to the Bellman Equation," Discussion Paper Series DP2016-08, Research Institute for Economics & Business Administration, Kobe University.
  12. Takashi Kamihigashi & Masayuki Yao, 2015. "Infnite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle," Discussion Paper Series DP2015-32, Research Institute for Economics & Business Administration, Kobe University.
  13. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
  14. Brendan K. Beare & Alexis Akira Toda, 2022. "Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes," Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
  15. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169552, HAL.
  16. Takashi Kamihigashi, 2016. "A Generalization of Fatou's Lemma for Extended Real-Valued Functions on σ-Finite Measure Spaces: With an Application to Infinite-Horizon Optimization in Discrete Time," Discussion Paper Series DP2016-37, Research Institute for Economics & Business Administration, Kobe University, revised Jan 2017.
  17. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
  18. Tapan Mitra & Santanu Roy, 2022. "Propensity to consume and the optimality of Ramsey–Euler policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(1), pages 55-89, February.
  19. Ronaldo Carpio & Takashi Kamihigashi, 2016. "Fast Bellman Iteration: An Application of Legendre-Fenchel Duality to Deterministic Dynamic Programming in Discrete Time," Discussion Paper Series DP2016-04, Research Institute for Economics & Business Administration, Kobe University.
  20. Rabah Amir, 2018. "Special issue: supermodularity and monotone methods in economics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 547-556, October.
  21. Kikuchi, Tomoo & Nishimura, Kazuo & Stachurski, John & Zhang, Junnan, 2021. "Coase meets Bellman: Dynamic programming for production networks," Journal of Economic Theory, Elsevier, vol. 196(C).
  22. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Post-Print halshs-01169552, HAL.
  23. Takashi Kamihigashi & Masayuki Yao, 2016. "Infinite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle and a Penalty Method," Discussion Paper Series DP2016-05, Research Institute for Economics & Business Administration, Kobe University, revised May 2016.
  24. Chu, Long & Grafton, R. Quentin & Kompas, Tom, 2022. "Optimisation of economic performance and stock resilience in marine capture fisheries," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 863-875.
  25. Bloise, Gaetano & Vailakis, Yiannis, 2018. "Convex dynamic programming with (bounded) recursive utility," Journal of Economic Theory, Elsevier, vol. 173(C), pages 118-141.
  26. Roberto Steri, 2015. "Collateral-Based Asset Pricing," 2015 Meeting Papers 293, Society for Economic Dynamics.
  27. Takashi Kamihigashi & Masayuki Yao, 2015. "Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle," Discussion Paper Series DP2015-15, Research Institute for Economics & Business Administration, Kobe University.
  28. Yuhki Hosoya & Masayuki Yao, 2013. "A Fixed Point Theorem and an Application to Bellman Operators," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-025, Keio/Kyoto Joint Global COE Program.
  29. Gaetano Bloise & Cuong Le Van & Yiannis Vailakis, 2024. "Do not Blame Bellman: It Is Koopmans' Fault," Econometrica, Econometric Society, vol. 92(1), pages 111-140, January.
  30. Yunjun Yu & Zhongyang Wang & Xiaofeng Wan, 2019. "Optimal Current Balance Control of Three-Level Inverter under Grid Voltage Unbalance: An Adaptive Dynamic Programming Approach," Energies, MDPI, vol. 12(15), pages 1-20, July.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.