| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10427216 | Nonlinear Analysis: Theory, Methods & Applications | 2005 | 18 Pages |
Abstract
We show that if the return function, the technological constraints and the transition function of a standard problem of stochastic dynamic programming with discount satisfy Lipschitz regularity assumptions, then the value function is Lipschitz regular.
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Engineering (General)
Authors
Jose M. Maroto, Manuel Moran,