Some notes on discount factor restrictions for dynamic optimization problems

DOI10.1016/J.JMATECO.2009.03.001zbMath1169.90477OpenAlexW2093873429MaRDI QIDQ1030170

Gerhard Sorger

Publication date: 1 July 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://homepage.univie.ac.at/Papers.Econ/RePEc/vie/viennp/vie0805.pdf

zbMATH Keywords

periodic orbitsLyapunov exponentsdynamic optimizationtopological entropydiscounting

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (2)

Fifty years of mathematical growth theory: classical topics and new trends ⋮ Complicated Dynamics and Parametric Restrictions in the Robinson-Solow-Srinivasan (RSS) Model

Uses Software

• DMC

Cites Work

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• Nonlinear oscillations, dynamical systems, and bifurcations of vector fields
• Dynamics in one dimension
• Dynamic complexity of optimal paths and discount factors for strongly concave problems
• Topological entropy of policy functions in concave dynamic optimization models
• On the sensitivity of optimal growth paths
• An exact discount factor restriction for period-three cycles in dynamic optimization models
• On the least upper bound of discount factors that are compatible with optimal period-three cycles
• Rationalizability in Optimal Growth Theory
• Smoothness of the Policy Function in Discrete Time Economic Models
• Rationalizing Policy Functions by Dynamic Optimization
• Period Three Implies Heavy Discounting

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