Characterization of optimal plans for stochastic dynamic programs
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics
Reference10 articles.
1. On the differentiability of value functions in dynamic models of economics;Benveniste;Econometrica,1979
2. Discounted dynamic programming;Blackwell;Ann. Math. Statist.,1965
3. Optimal economic growth under uncertainty: The discounted case;Brock;J. Econ. Theory,1972
4. Stochastic equilibrium and optimality with rolling plans;Easley;Internat. Econ. Rev.,1981
5. Notes for a Course in Dynamic Competitive Analysis;Harris,1980
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