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Concavity and Convexity of the Value Functions and Monotone Maximizers

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Dynamic Optimization

Part of the book series: Universitext ((UTX))

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Abstract

We now extend some of the results in Chaps. 7 and 8 to CMs and MDPs. The latter are considerably more difficult to deal with than CMs.

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Hinderer, K., Rieder, U., Stieglitz, M. (2016). Concavity and Convexity of the Value Functions and Monotone Maximizers. In: Dynamic Optimization. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-48814-1_19

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