Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming (Q6631810)
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scientific article; zbMATH DE number 7937875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming |
scientific article; zbMATH DE number 7937875 |
Statements
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming (English)
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1 November 2024
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stochastic dynamic programming
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Bellman equation
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contraction mapping
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weighted contraction
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local contraction
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Q-transform
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endogenous growth
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