Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle - HAL-SHS - Sciences de l'Homme et de la Société
Autre Publication Scientifique Année : 2015

Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle

Résumé

In this paper, we give Necessary and Sufficient Conditions for a Solution of the Belman Equation to be the Value Function. This result is a general principle. It requires no structure beyond the common framework of discrete-time stationary optimization problems with time-additive returns. In particular, the state space X is an arbitrary set.
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Dates et versions

halshs-01159177 , version 1 (02-06-2015)

Identifiants

  • HAL Id : halshs-01159177 , version 1

Citer

Takashi Kamihigashi, Cuong Le Van. Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle. 2015. ⟨halshs-01159177⟩
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