When Inaccuracies in Value Functions Do Not Propagate on Optima and Equilibria

When Inaccuracies in Value Functions Do Not Propagate on Optima and Equilibria

We study general classes of discrete time dynamic optimization problems and dynamic games with feedback controls. In such problems, the solution is usually found by using the Bellman or Hamilton–Jacobi–Bellman equation for the value function in the case of dynamic optimization and a set of such coup...

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Bibliographic Details
Main Authors: Agnieszka Wiszniewska-Matyszkiel, Rajani Singh
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Mathematics
Subjects:
optimal control
dynamic programming
Bellman equation
dynamic games
Nash equilibria
Pareto optimality
Online Access:https://www.mdpi.com/2227-7390/8/7/1109

Internet

https://www.mdpi.com/2227-7390/8/7/1109

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