Dynamic Programming Theory
Tomas Bjork,
Mariana Khapko () and
Agatha Murgoci ()
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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
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-030-81843-2_2
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DOI: 10.1007/978-3-030-81843-2_2
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