Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method

Mathematics

• Monotone Convergence 82%
• Penalty Method 69%
• Infinite Horizon 68%
• Dynamic Programming 60%
• Value Function 57%
• Discrete-time 48%
• Value Iteration 17%
• Transversality 15%
• Penalty Function 13%
• Operator 11%
• Fixed point 8%
• Computing 7%
• Framework 6%

Business & Economics

• Penalty Method 100%
• Infinite Horizon 68%
• Value Function 63%
• Discrete-time 60%
• Dynamic Programming 59%
• Operator 21%
• Transversality 20%
• Penalty Function 16%
• Fixed Point 15%

Engineering & Materials Science

• Dynamic programming 58%