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Perov's contraction principle and dynamic programming with stochastic discounting

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Publication:2060389
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DOI10.1016/j.orl.2021.09.001OpenAlexW3198145751MaRDI QIDQ2060389

Alexis Akira Toda

Publication date: 13 December 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.14173


zbMATH Keywords

dynamic programmingcontractionspectral radiusvector-valued metric


Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)




Cites Work

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  • \(K\)-metric and \(K\)-normed linear spaces: Survey
  • Solving the income fluctuation problem with unbounded rewards
  • Dynamic programming with state-dependent discounting
  • A theory of the saving rate of the rich
  • The income fluctuation problem and the evolution of wealth
  • Recursive equilibrium in Krusell and Smith (1998)
  • Fixed point theorems on spaces endowed with vector-valued metrics
  • The role of matrices that are convergent to zero in the study of semilinear operator systems
  • Discounted Dynamic Programming


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