Lipschitz continuous dynamic programming with discount

Nonlinear Analysis, Theory, Methods and Applications

Volumn 62, Issue 5, 2005, Pages 877-894

  Maroto, Jose M ^a   Moran, Manuel ^a  

^a UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

Dynamic programming; Non smoothness; Optimal growth; Optimization; Renewable resources

Indexed keywords

COMPUTATIONAL METHODS; CONSTRAINT THEORY; FUNCTIONS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS; TOPOLOGY;

LIPSCHITZ REGULARITY ASSUMPTIONS; NON-SMOOTHNESS; OPTIMAL GROWTH; RENEWABLE RESOURCES;

DYNAMIC PROGRAMMING;

EID: 21244432323     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.na.2005.03.100     Document Type: Article

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