Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures
Work
Year: 2014
Type: article
Abstract: We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural p... more
Author Gordan Žitković
Cites: 19
Cited by: 15
Related to: 10
FWCI: 2.337
Citation percentile (by year/subfield): 96.36
Topic: Economic theories and models
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green