Non-concave dynamic programming

被引：5
|
作者：
Cotter, KD [1 ]
Park, JH [1 ]
机构：
[1] Wayne State Univ, Dept Econ, Detroit, MI 48202 USA
来源：
ECONOMICS LETTERS | 2006年 / 90卷 / 01期
关键词：
dynamic programming; non-concave return function; differentiability of the value function; global stability;
D O I：
10.1016/j.econlet.2005.07.018
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
For the standard dynamic programming problem, this paper establishes results regarding the differentiability of the value function and the stability of a solution without assuming concavity of the single period return function. (c) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：141 / 146
页数：6
相关论文
共 50 条
12345