Discounted dynamic optimization and Bregman divergence

B-Tier
Journal: Journal of Mathematical Economics
Year: 2024
Volume: 110
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:mateco:v:110:y:2024:i:c:s0304406823001283
Journal Field
Theory
Author Count
1
Added to Database
2026-01-29