{"title":"贴现动态优化和布雷格曼发散","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":0.9000,"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":"{\"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\":0.9000,\"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}","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}
Discounted dynamic optimization and Bregman divergence
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.
期刊介绍：
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.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
