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Continuation Value Methods for Sequential Decisions: A General Theory

Ma, Qingyin


After the introductory chapter, this thesis comprises four main chapters before concluding in chapter 6. The thesis undertakes a systematic analysis of the con- tinuation value based method for sequential decision problems originally due to Jovanovic (1982). Although recently this technique is widely employed in a va- riety of economic applications, its theoretical connections to the traditional value function based method, relative efficiency, and...[Show more]

CollectionsOpen Access Theses
Date published: 2018
Type: Thesis (PhD)
DOI: 10.25911/5d67b50dd4dca


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