折扣动态优化与布雷格曼散度

Discounted dynamic optimization and Bregman divergence

Journal of Mathematical Economics · 2023
被引 0
ABS 3

中文导读

定义了布雷格曼连续性,并证明一个函数是折扣动态优化问题的最优策略函数当且仅当它是布雷格曼连续的。

Abstract

We define the concept of Bregman continuity and show that a function is an optimal policy function of a discounted dynamic optimization problem if and only if it is Bregman continuous.

Bregman连续性折扣动态优化最优策略函数