Dynamic Programming Theory

Tomas Bjork, Mariana Khapko () and Agatha Murgoci ()
Additional contact information
Mariana Khapko: University of Toronto
Agatha Murgoci: Ørsted

Chapter Chapter 2 in Time-Inconsistent Control Theory with Finance Applications, 2021, pp 13-21 from Springer

Abstract: Abstract Although our objective is to study time-inconsistent control problems, we will in fact make use of ideas from dynamic programming in our study. In this chapter we therefore give a brief summary of standard discrete-time dynamic programming. We will give the main arguments while going lightly on some of the more technical issues, sweeping measurability and integrability issues under the carpet.

Date: 2021
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Chapter: Dynamic Programming Theory (2021)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-030-81843-2_2

Ordering information: This item can be ordered from
http://www.springer.com/9783030818432

DOI: 10.1007/978-3-030-81843-2_2

Access Statistics for this chapter

More chapters in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().