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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming - MaRDI portal

Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming (Q6631810)

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scientific article; zbMATH DE number 7937875
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English
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
scientific article; zbMATH DE number 7937875

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    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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