Discounted dynamic optimization and Bregman divergence

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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.
Original languageEnglish
Article number102935
JournalJournal of Mathematical Economics
Volume110
DOIs
Publication statusPublished - Feb 2024

Austrian Fields of Science 2012

  • 502047 Economic theory

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