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
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