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Handbook of Computational Economics
Note: this is a preliminary and incomplete: do not quote without permission of authors. 3 In this vein section 5 discusses the desirability of solving a slightly perturbed version of Bellman's equation with an approximate Bellman operator r, that is everywhere differentiable (unlike r which has kinks at certain points V E B). 4 In some cases parametric methods allow us to exploit certain types of prior information we might have about the solution V, i.e. monotonicity, convexity, etc. Fordoi:10.1016/s1574-0021(96)01016-7 fatcat:qjxlxm44wvdb3dmnz4ems7bqou