Result: Dynamic Programming Theory

Title:
Dynamic Programming Theory
Authors:
Tomas Björk, Mariana Khapko, Agatha Murgoci
Source:
Time-Inconsistent Control Theory with Finance Applications. :13-21
Publisher Information:
Springer, 2021.
Publication Year:
2021
Series:
Springer Finance
Document Type:
Book chapter
Language:
English
ISBN:
978-3-030-81843-2
DOI:
10.1007/978-3-030-81843-2_2
Availability:
https://ideas.repec.org/h/spr/sprfcp/978-3-030-81843-2_2.html
Accession Number:
edsrep.h.spr.sprfcp.978.3.030.81843.2.2
Database:
RePEc

Further Information

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.