Add to ORKGInternational audienceThis paper proposes dynamic programming tools for payoffs based on aggregating functions that depend on the current action and the future expected payoff. Some regularity properties are provided on the aggregator to establish existence, uniqueness and computation of the solution to the Bellman equation. Our setting allows to encompass and generalize many previous results based upon additive or non-additive payoff functions
In this paper we develop a general framework to analyze stochastic dynamic optimization problems in ...
The mathematical theory of dynamic programming as a means of solving dynamic optimization problems d...
In this paper we propose a unifying approach to the study of recursive economic problems. Postulatin...
International audienceThis paper proposes dynamic programming tools for payoffs based on aggregating...
URL des Documents de travail : http://centredeconomiesorbonne.univ-paris1.fr/documents-de-travail/Do...
We study dynamic rationing problems. In each period, a fixed group of agents hold claims over an ins...
The unifying purpose of this paper to introduces basic ideas and methods of dynamic programming. It ...
We study stochastic dynamic programming with recursive utility in settings where multiplicity of val...
Dynamic programming is an essential tool lying at the heart of many problems in the modern theory of...
frobertcmeyerpsteffengtechfakunibielefeldde Abstract Dynamic programming is a classic programming t...
Timescales calculus allows signals to have both continuous-time and discrete-time properties. It has...
This dissertation is written in two parts. In the first part, we overview and extend a novel, robust...
AbstractIn this paper we present a short and simple proof of the Bellman's principle of optimality i...
International audienceUsing dynamic programming methodology, the paper analyzes the most general con...
We establish some elementary results on solutions to the Bellman equation without introducing any to...
In this paper we develop a general framework to analyze stochastic dynamic optimization problems in ...
The mathematical theory of dynamic programming as a means of solving dynamic optimization problems d...
In this paper we propose a unifying approach to the study of recursive economic problems. Postulatin...
International audienceThis paper proposes dynamic programming tools for payoffs based on aggregating...
URL des Documents de travail : http://centredeconomiesorbonne.univ-paris1.fr/documents-de-travail/Do...
We study dynamic rationing problems. In each period, a fixed group of agents hold claims over an ins...
The unifying purpose of this paper to introduces basic ideas and methods of dynamic programming. It ...
We study stochastic dynamic programming with recursive utility in settings where multiplicity of val...
Dynamic programming is an essential tool lying at the heart of many problems in the modern theory of...
frobertcmeyerpsteffengtechfakunibielefeldde Abstract Dynamic programming is a classic programming t...
Timescales calculus allows signals to have both continuous-time and discrete-time properties. It has...
This dissertation is written in two parts. In the first part, we overview and extend a novel, robust...
AbstractIn this paper we present a short and simple proof of the Bellman's principle of optimality i...
International audienceUsing dynamic programming methodology, the paper analyzes the most general con...
We establish some elementary results on solutions to the Bellman equation without introducing any to...
In this paper we develop a general framework to analyze stochastic dynamic optimization problems in ...
The mathematical theory of dynamic programming as a means of solving dynamic optimization problems d...
In this paper we propose a unifying approach to the study of recursive economic problems. Postulatin...
