An order-theoretic approach to dynamic programming: an exposition

被引：0
|
作者：
Takashi Kamihigashi
机构：
[1] RIEB,
[2] Kobe University,undefined
[3] IPAG Business School,undefined
来源：
Economic Theory Bulletin | 2014年 / 2卷 / 1期
关键词：
Dynamic programming; Bellman equation; Value function; Fixed point; C61;
D O I：
10.1007/s40505-013-0022-4
中图分类号：
学科分类号：
摘要：
In this note, we discuss an order-theoretic approach to dynamic programming. In particular, we explain how order-theoretic fixed point theorems can be used to establish the existence of a fixed point of the Bellman operator, as well as why they are not sufficient to characterize the value function. By doing this, we present the logic behind the simple yet useful result recently obtained by Kamihigashi (Econ Theory, 2013) based on this order-theoretic approach.
引用
收藏
页码：13 / 21
页数：8
相关论文
共 50 条
  • [11] ORDER-THEORETIC DESCRIPTION OF MARINESCU SPACES
    FELDMAN, WA
    PORTER, JF
    PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1973, 41 (02) : 602 - 608
  • [12] Induced betweenness in order-theoretic trees
    Courcelle, Bruno
    DISCRETE MATHEMATICS AND THEORETICAL COMPUTER SCIENCE, 2021, 23 (02):
  • [13] AN ORDER-THEORETIC REPRESENTATION OF THE POLYGONAL NUMBERS
    HOFT, H
    HOFT, M
    FIBONACCI QUARTERLY, 1984, 22 (04): : 318 - 323
  • [14] ORDER-THEORETIC DESCRIPTION OF MARINESCU SPACES
    PORTER, JF
    FELDMAN, WA
    NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1973, 20 (01): : A148 - A148
  • [15] COMPLEXITY OF ALGEBRAIC AND ORDER-THEORETIC COMPUTATIONS
    PIPPENGER, N
    NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1976, 23 (02): : A333 - A334
  • [16] The Order-Theoretic Origin of Special Relativity
    Knuth, Kevin H.
    Bahrenyi, Newshaw
    BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING, 2010, 1305 : 115 - 121
  • [17] AXIOMATIZATIONS OF BETWEENNESS IN ORDER-THEORETIC TREES
    Courcelle, Bruno
    LOGICAL METHODS IN COMPUTER SCIENCE, 2021, 17 (01) : 11:1 - 11:42
  • [18] Countability constraints in order-theoretic approaches to computability
    Hack, Pedro
    Braun, Daniel A.
    Gottwald, Sebastian
    MATHEMATICAL STRUCTURES IN COMPUTER SCIENCE, 2024, : 491 - 528
  • [19] An order-theoretic perspective on categorial closure operators
    Abdalla, Abdurahman Masoud
    Janelidze, Zurab
    QUAESTIONES MATHEMATICAE, 2018, 41 (04) : 529 - 539
  • [20] An Order-Theoretic Account of Some Set-Theoretic paradoxes
    Forster, Thomas
    Libert, Thierry
    NOTRE DAME JOURNAL OF FORMAL LOGIC, 2011, 52 (01) : 1 - 19
12345