Non-concave dynamic programming

DOI10.1016/J.ECONLET.2005.07.018MaRDI QIDQ1928740zbMATH OpenOpenAlexFDO

Authors Kevin D. Cotter, Jee-Hyeong Park

Publication date 3 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2005.07.018

zbMATH Keywords

differentiability of the value functiondynamic programmingglobal stabilitynon-concave return function

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39)

Recommendations

• Dynamic programming with value convexity
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• Lipschitz continuous dynamic programming with discount II
• scientific article; zbMATH DE number 3956823

Cites work

• A complete characterization of optimal growth paths in an aggregated model with a non-concave production function
• Envelope Theorems for Arbitrary Choice Sets
• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• On the Differentiability of the Value Function in Dynamic Models of Economics
• One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
• Sensitivity analysis of multisector optimal economic dynamics

Cited in

(17)

• Extension of dynamic programming to nonseparable dynamic optimization problems
• Dynamic programming with homogeneous functions
• A polyhedral approximation approach to concave numerical dynamic programming
• Reverse calculus and nested optimization
• Lipschitz continuous dynamic programming with discount II
• Dynamic programming for non-additive stochastic objectives
• Dynamic programming with value convexity
• Strict concavity of the value function for a family of dynamic accumulation models
• Entrepreneurial decisions on effort and project with a nonconcave objective function
• scientific article; zbMATH DE number 3956823 (Why is no real title available?)
• scientific article; zbMATH DE number 4037554 (Why is no real title available?)
• Acyclicity and Stability for Intertemporal Optimization Models
• Differentiability of the value function in continuous-time economic models
• ON THE CONVEXITY OF VALUE FUNCTIONS FOR A CERTAIN CLASS OF STOCHASTIC DYNAMIC PROGRAMMING PROBLEM
• scientific article; zbMATH DE number 863519 (Why is no real title available?)
• Nerlove-Arrow: a new solution to an old problem
• Differentiability of the value function without interiority assumptions

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