Necessity of Transversality Conditions for Infinite Horizon Problems
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- The Pontryagin maximum principle and problems of optimal economic growth
- Transversality condition and optimality in a class of infinite horizon continuous time economic models
- Classic rational bubbles and representativeness
- A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences
- Endogenous sector-biased technical change and perpetual and transient structural change
- Optimality of Ramsey-Euler policy in the stochastic growth model
- On a sufficient transversality condition for infinite horizon optimal control problems
- Necessity of transversality conditions for stochastic problems.
- A simple proof of the necessity of the transversality condition
- From mind to market: a global, dynamic analysis of R\&D
- Endogenous growth model with Bayesian learning and technology selection
- Propensity to consume and the optimality of Ramsey-Euler policies
- Stationary bubble equilibria in rational expectation models
- Value functions and transversality conditions for infinite-horizon optimal control problems
- General necessary conditions for infinite horizon fractional variational problems
- Complex stock price dynamics under Max Weber's spirit of capitalism hypothesis
- On Hamiltonian as limiting gradient in infinite horizon problem
- The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint
- On a class of optimal control problems arising in mathematical economics
- Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics
- Necessity of vanishing shadow price in infinite horizon control problems
- Bank management via stochastic optimal control
- Shadow prices in infinite-horizon optimal control problems with dominating discounts
- Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages
- Optimal control in infinite horizon problems: A Sobolev space approach
- Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions
- Limit of the solutions for the finite horizon problems as the optimal solution to the infinite horizon optimization problems
- Necessity of a transversality condition in a firm's intertemporal optimization
- Necessity of limiting co-state arcs in Bolza-type infinite horizon problem
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- Transversality conditions for infinite horizon optimality: higher order differential problems
- Optimal solutions to the infinite horizon problems: constructing the optimum as the limit of the solutions for the finite horizon problems
- On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function
- International transmission of bubble crashes in a two-country overlapping generations model
- A generalization of Fatou's lemma for extended real-valued functions on \(\sigma\)-finite measure spaces: with an application to infinite-horizon optimization in discrete time
- Another view of the maximum principle for infinite-horizon optimal control problems in economics
- On necessary optimality conditions for Ramsey-type problems
- On fragility of bubbles in equilibrium asset pricing models of Lucas-type
- Endogenous capital-augmenting R\&D, intersectoral labor reallocation, and the movement of the labor share
- Transversality conditions for infinite horizon variational problems on time scales
- Knowledge-based structural change
- Business cycles fluctuations in three-sector intertemporal equilibrium models
- Trade and indeterminacy in a dynamic general equilibrium model
- On one adjoint trajectory in infinite-horizon control problems
- Conditions implying the vanishing of the Hamiltonian at infinity in optimal control problems
- A note on value maximization for consumption sets in ^ 1
- Non-constant discounting in continuous time
- Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems
- Necessity of the transversality condition for stochastic models with bounded or CRRA utility
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