Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
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Publication:2836080
DOI10.1080/02331934.2016.1193737zbMath1351.90160OpenAlexW2340117870MaRDI QIDQ2836080
Masayuki Yao, Takashi Kamihigashi
Publication date: 7 December 2016
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2016.1193737
Dynamic programming (90C39) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
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