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
  • [41] Asymptotic theory for local estimators based on Bregman divergence
    Kawamura, Kenta
    Naito, Kanta
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2019, 47 (04): : 628 - 652
  • [42] Bregman Divergence Bounds and Universality Properties of the Logarithmic Loss
    Painsky, Amichai
    Wornell, Gregory W.
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2020, 66 (03) : 1658 - 1673
  • [43] The Extended Bregman Divergence and Parametric Estimation in Continuous Models
    Basak, Sancharee
    Basu, Ayanendranath
    SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 2024, 86 (02): : 333 - 365
  • [44] Information geometry of U-Boost and Bregman divergence
    Murata, N
    Takenouchi, T
    Kanamori, T
    Eguchi, S
    NEURAL COMPUTATION, 2004, 16 (07) : 1437 - 1481
  • [45] Bregman monotone optimization algorithms
    Bauschke, HH
    Borwein, JM
    Combettes, PL
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2003, 42 (02) : 596 - 636
  • [46] Bayesian influence diagnostics using normalized functional Bregman divergence
    Danilevicz, Ian M.
    Ehlers, Ricardo S.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (06) : 1637 - 1652
  • [47] A modified EM algorithm for mixture models based on Bregman divergence
    Yu Fujimoto
    Noboru Murata
    Annals of the Institute of Statistical Mathematics, 2007, 59 : 3 - 25
  • [48] Constrained discounted dynamic programming
    Feinberg, EA
    Shwartz, A
    MATHEMATICS OF OPERATIONS RESEARCH, 1996, 21 (04) : 922 - 945
  • [49] COUNTEREXAMPLE IN DISCOUNTED DYNAMIC PROGRAMMING
    HORDIJK, A
    TIJMS, HC
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1972, 39 (02) : 455 - &
  • [50] Deep Bregman divergence for self-supervised representations learning
    Rezaei, Mina
    Soleymani, Farzin
    Bischl, Bernd
    Azizi, Shekoofeh
    COMPUTER VISION AND IMAGE UNDERSTANDING, 2023, 235
12345