Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming∗
نویسنده
چکیده
We study existence and uniqueness of a fixed point for the Bellman operator in deterministic dynamic programming. Without any topological assumption, we show that the Bellman operator has a unique fixed point in a restricted domain, that this fixed point is the value function, and that the value function can be computed by value iteration.
منابع مشابه
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