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On the Dynamic Programming Approach to Incentive Constraint Problems

Springer Verlag, (2018), 81-96
DOI: 10.1007/978-3-319-75169-6_5
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Abstract

In this paper, we study a class of infinite horizon optimal control problems with incentive constraints in the discrete time case. More specifically, we establish sufficient conditions under which the value function satisfies the Dynamic Programming Principle.

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Gozzi, F., Monte, R., & Tessitore, M. E. (2018). On the Dynamic Programming Approach to Incentive Constraint Problems. In Lecture Notes in Economics and Mathematical Systems (Vol. 687, pp. 81–96). Springer Verlag. https://doi.org/10.1007/978-3-319-75169-6_5

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