Optimal search from multiple distributions with infinite horizon
نویسندگان
چکیده
منابع مشابه
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A class of infinite horizon optimal control problems involving Lp-type cost functionals with 0 < p ≤ 1 is discussed. The existence of optimal controls is studied for both the convex case with p = 1 and the nonconvex case with 0 < p < 1, and the sparsity structure of the optimal controls promoted by the Lp-type penalties is analyzed. A dynamic programming approach is proposed to numerically appr...
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ژورنال
عنوان ژورنال: Economics Letters
سال: 2018
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2017.12.032