Maximum theorems for convex structures with an application to the theory of optimal intertemporal allocation (Q1823128)

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Maximum theorems for convex structures with an application to the theory of optimal intertemporal allocation
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    Maximum theorems for convex structures with an application to the theory of optimal intertemporal allocation (English)
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    1989
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    With references to \textit{C. Berge}'s maximum theorem [``Topological spaces including a treatment of multivalued functions, vector spaces and convexity'' (1963; Zbl 0114.386); for a review of the French original (1959), see Zbl 0088.147] a new version of the theorem for convex structures with weaker continuity requirements is presented in the paper. As an example of an application of this theorem an intertemporal investment allocation model is demonstrated. Also, the authors present some properties of the solutions to the model.
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    Berge's maximum theorem
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    finance
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    intertemporal investment allocation model
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