Titlebook: Dynamic Optimization; Deterministic and St Karl Hinderer,Ulrich Rieder,Michael Stieglitz Textbook 2016 Springer International Publishing AG

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DNR215

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curriculum

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Models with Arbitrary Transition Lawinimal assumptions we state the reward iteration and the structure theorem. Binary MDPs and continuous versions of examples illustrate the results. A useful generalization of MDPs are MDPs with random environment. The random environment (such as economic factors) evolves within a set of states as an uncontrolled Markov chain.

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Interlocking

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The Stationary Deterministic Model and the Basic Solution Procedurescription of the general problem, and derive the basic solution technique: value iteration and optimality criterion. This allows us to derive structural properties of the solution of the allocation problem.

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Monotonicity of the Value Functionsof considerable importance. Here we study the monotonicity of ..(.) in . and, with arbitrary relations on ., also in .. Examples of structural properties considered in later sections are concavity and Lipschitz continuity of the value function. As a first benefit of each structural result it can ser

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