Continuity and differentiability of expected value functions in dynamic discrete choice models

DOI10.3982/QE41zbMath1279.90185MaRDI QIDQ3072527

Andriy Norets

Publication date: 4 February 2011

Published in: Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

continuitydifferentiabilitydynamic discrete choice models

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (6)

Differentiability conditions for stochastic hybrid systems with application to the optimal design of microgrids ⋮ IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES ⋮ Semiparametric Bayesian estimation of dynamic discrete choice models ⋮ A fast resample method for parametric and semiparametric models ⋮ A computationally efficient fixed point approach to dynamic structural demand estimation ⋮ Solving dynamic discrete choice models using smoothing and sieve methods

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