On the Existence of an Optimal Plan in a Continuous-Time Allocation Process
From MaRDI portal
Publication:5602525
DOI10.2307/1910179zbMath0204.18803OpenAlexW3121562546MaRDI QIDQ5602525
Publication date: 1964
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d01/d0158.pdf
Related Items (19)
Some remarks concerning duality for continuous-time programming problems ⋮ The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint ⋮ Risk aversion in the theory of expected utility with rank dependent probabilities ⋮ Efficient sets with and without the expected utility hypothesis ⋮ On a useful compactification for optimal control problems ⋮ Precautionary saving and risk aversion: an anticipated utility approach ⋮ An extension of the Aumann-Perles' variational problem ⋮ A numerical method for a class of continuous concave programming problems ⋮ The bang-bang, purification and convexity principles in infinite dimensions ⋮ An existence theorem for an optimal economic growth problem with infinite planning horizon ⋮ A variational problem related to a continuous-time allocation process for a continuum of traders ⋮ Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour ⋮ A variational problem arising in economics ⋮ Cake eating, exhaustible resource extraction, life-cycle saving, and non-atomic games: existence theorems for a class of optimal allocation problems ⋮ Exhaustion time in continuous allocation processes ⋮ On a variational problem ⋮ Decreasing absolute risk aversion and utility indices derived from cake- eating problems ⋮ On risk aversion and bargaining outcomes. ⋮ Optimality conditions and Lagrangian duality in continuous-time nonlinear programming
This page was built for publication: On the Existence of an Optimal Plan in a Continuous-Time Allocation Process