Stochastic convexity in dynamic programming

DOI10.1007/S00199-002-0307-6zbMath1033.90143OpenAlexW2001878696MaRDI QIDQ1408956

Alp E. Atakan

Publication date: 28 September 2003

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-002-0307-6

zbMATH Keywords

Dynamic programmingStochastic dominanceConcave value functionDifferentiable value function

Mathematics Subject Classification ID

Dynamic programming (90C39)

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