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Parametric continuity in dynamic programming problems

Author

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  • Dutta, Prajit K.
  • Majumdar, Mukul K.
  • Sundaram, Rangarajan K.

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  • Dutta, Prajit K. & Majumdar, Mukul K. & Sundaram, Rangarajan K., 1994. "Parametric continuity in dynamic programming problems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1069-1092, November.
    • Handle: RePEc:eee:dyncon:v:18:y:1994:i:6:p:1069-1092
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    Cited by:

    1. Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008. "A qualitative approach to Markovian equilibrium in infinite horizon economies with capital," Journal of Economic Theory, Elsevier, vol. 139(1), pages 75-98, March.
    2. Larson, C. Erik & Olson, Lars J. & Sharma, Sunil, 2001. "Optimal Inventory Policies when the Demand Distribution Is Not Known," Journal of Economic Theory, Elsevier, vol. 101(1), pages 281-300, November.
    3. Araujo, Luis & Camargo, Braz, 2006. "Information, learning, and the stability of fiat money," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1571-1591, October.
    4. Sachin Adlakha & Ramesh Johari, 2013. "Mean Field Equilibrium in Dynamic Games with Strategic Complementarities," Operations Research, INFORMS, vol. 61(4), pages 971-989, August.
    5. Luis Araujo & Braz Camargo, 2005. "Monetary Equilibrium with Decentralized Trade and Learning," University of Western Ontario, Departmental Research Report Series 20051, University of Western Ontario, Department of Economics.
    6. Lars J. Olson & Santanu Roy, 2006. "Theory of Stochastic Optimal Economic Growth," Springer Books, in: Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura (ed.), Handbook on Optimal Growth 1, chapter 11, pages 297-335, Springer.
    7. O'Callaghan, Patrick, 2016. "Parametric continuity from preferences when the topology is weak and actions are discrete," MPRA Paper 72356, University Library of Munich, Germany.
    8. Banks, Jeffrey S. & Sundaram, Rangarajan K., 1998. "Optimal Retention in Agency Problems," Journal of Economic Theory, Elsevier, vol. 82(2), pages 293-323, October.
    9. Hernández-Lerma, Onésimo & Romera, Rosario, 1999. "Limiting discounted-cost control of partially observable stochastic systems," DES - Working Papers. Statistics and Econometrics. WS 6399, Universidad Carlos III de Madrid. Departamento de Estadística.
    10. Yuki SHIGETA, 2022. "Existence of Invariant Measure and Stationary Equilibrium in a Continuous-Time One-Asset Aiyagari Model:A Case of Regular Controls under Markov Chain Uncertainty," Discussion papers e-22-010, Graduate School of Economics , Kyoto University.

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