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
相关论文
共 50 条
  • [31] Regression using localised functional Bregman divergence
    Naito, Kanta
    Penev, Spiridon
    ELECTRONIC JOURNAL OF STATISTICS, 2021, 15 (02): : 6544 - 6585
  • [32] Wireless sensor network localization via Bregman divergence
    Liu C.-S.
    Shan H.
    Wang B.
    Huang J.
    Zhejiang Daxue Xuebao (Gongxue Ban)/Journal of Zhejiang University (Engineering Science), 2019, 53 (08): : 1525 - 1535
  • [33] A Bregman Divergence View on the Difference-of-Convex Algorithm
    Faust, Oisin
    Fawzi, Hamza
    Saunderson, James
    INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 206, 2023, 206
  • [34] Total Bregman Divergence and Its Applications to DTI Analysis
    Vemuri, Baba C.
    Liu, Meizhu
    Amari, Shun-Ichi
    Nielsen, Frank
    IEEE TRANSACTIONS ON MEDICAL IMAGING, 2011, 30 (02) : 475 - 483
  • [35] Minimax quantum state estimation under Bregman divergence
    Quadeer, Maria
    Tomamichel, Marco
    Ferrie, Christopher
    QUANTUM, 2019, 3
  • [36] Geometric target detection based on total Bregman divergence
    Hua, Xiaoqiang
    Cheng, Yongqiang
    Wang, Hongqiang
    Qin, Yuliang
    Chen, Dingchang
    DIGITAL SIGNAL PROCESSING, 2018, 75 : 232 - 241
  • [37] Bayesian model diagnostics using functional Bregman divergence
    Goh, Gyuhyeong
    Dey, Dipak K.
    JOURNAL OF MULTIVARIATE ANALYSIS, 2014, 124 : 371 - 383
  • [38] Penalized Bregman Divergence Estimation via Coordinate Descent
    Zhang, Chunming
    Zhang, Zhengjun
    Chai, Yi
    JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY, 2011, 10 (02): : 125 - 140
  • [39] Total Bregman Divergence and its Applications to Shape Retrieval
    Liu, Meizhu
    Vemuri, Baba C.
    Amari, Shun-Ichi
    Nielsen, Frank
    2010 IEEE CONFERENCE ON COMPUTER VISION AND PATTERN RECOGNITION (CVPR), 2010, : 3463 - 3468
  • [40] Bregman Divergence Based Sensor Selections for Spectrum Sensing
    Che, Enlong
    Tuan, H. D.
    Kha, H. H.
    Ngo, H. Q.
    2012 IEEE WIRELESS COMMUNICATIONS AND NETWORKING CONFERENCE (WCNC), 2012,
12345