Incentive compatibility constraints and dynamic programming in continuous time (Q1592522)
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scientific article; zbMATH DE number 1556178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incentive compatibility constraints and dynamic programming in continuous time |
scientific article; zbMATH DE number 1556178 |
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Incentive compatibility constraints and dynamic programming in continuous time (English)
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20 March 2001
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value function
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infinite horizon continuous time optimal control
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incentive compatibility constraints
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second best Pareto optimum
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dynamic programming principle
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viscosity solution
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Hamilton-Jacobi-Bellman equation
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