期刊名称:Documents de Travail du Centre d'Economie de la Sorbonne
印刷版ISSN:1955-611X
出版年度:2015
出版社:Centre d'Economie de la Sorbonne
摘要:In this paper, we give Necessary and Sufficient Conditions for a Solution of the Belman Equation to be the Value Function. This result is a general principle. It requires no structure beyond the common framework of discrete-time stationary optimization problems with time-additive returns. In particular, the state space X is an arbitrary set.
关键词:Dynamic programming; Bellman equation; value function; fixed point