Existence and uniqueness of solutions to the Bellman equation in the unbounded case

Econometrica

Volumn 71, Issue 5, 2003, Pages 1519-1555

  Rincón Zapatero, Juan Pablo ^a   Rodríguez Palmero, Carlos ^a  

^a UNIVERSITY OF VALLADOLID   (Spain)

Author keywords

Bellman equation; Dynamic programming; Fixed point theorem; K local contraction

Indexed keywords

FUNCTIONS; ITERATIVE METHODS; THEOREM PROVING;

BELLMAN EQUATION;

DYNAMIC PROGRAMMING;

EID: 18144441679     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00457     Document Type: Article

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