The Dual Approach to Recursive Optimization: Theory and Examples

DOI10.3982/ECTA11905zbMath1419.91473OpenAlexW3121438276MaRDI QIDQ4628430

Matthias Messner, Christopher Sleet, Nicola Pavoni

Publication date: 13 March 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta11905

zbMATH Keywords

dynamic programmingdualitydynamic contractscontraction mapping

Mathematics Subject Classification ID

Dynamic programming (90C39) Duality theory (optimization) (49N15) Economic dynamics (91B55)

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