{"title":"Discounted dynamic optimization and Bregman divergence","authors":"Gerhard Sorger","doi":"10.1016/j.jmateco.2023.102935","DOIUrl":null,"url":null,"abstract":"<div><p>We define the concept of Bregman continuity and show that a function is an optimal policy function of a discounted dynamic optimization problem if and only if it is Bregman continuous.</p></div>","PeriodicalId":50145,"journal":{"name":"Journal of Mathematical Economics","volume":"110 ","pages":"Article 102935"},"PeriodicalIF":0.7000,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0304406823001283/pdfft?md5=5439b05b1293ac22737f77c5d0aaab76&pid=1-s2.0-S0304406823001283-main.pdf","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Mathematical Economics","FirstCategoryId":"96","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304406823001283","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2023/12/27 0:00:00","PubModel":"Epub","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
Abstract
We define the concept of Bregman continuity and show that a function is an optimal policy function of a discounted dynamic optimization problem if and only if it is Bregman continuous.
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The primary objective of the Journal is to provide a forum for work in economic theory which expresses economic ideas using formal mathematical reasoning. For work to add to this primary objective, it is not sufficient that the mathematical reasoning be new and correct. The work must have real economic content. The economic ideas must be interesting and important. These ideas may pertain to any field of economics or any school of economic thought.
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