Abstract
We present conditions under which the pointwise smallest maximizer f n (s) depends monotonely on the current state s, is increasing and Lipschitz in s, is monotone in n and is monotone both in n and s. We also introduce several algorithms for computing the smallest maximizer.
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© 2016 Springer International Publishing AG
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Hinderer, K., Rieder, U., Stieglitz, M. (2016). Monotone and ILIP Maximizers. In: Dynamic Optimization. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-48814-1_8
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DOI: https://doi.org/10.1007/978-3-319-48814-1_8
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-48813-4
Online ISBN: 978-3-319-48814-1
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