On the smoothness of optimal paths
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The authors have proven the \(C^r\) differentiability of optimal path with respect to different parameters under conditions that ensure the invertibility of the operator associated to the Euler-Lagrange equation. These parameters are the initial vector of capital stock, the discount rate and a parameter which lies in a Banach space. They also extended the set of conditions under which smoothness of optimal paths holds.
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- On high-order differentiability of the policy function
- On the indeterminacy of capital accumulation paths
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Cited in
(14)- Infinite horizon discrete time control problems for bounded processes
- Differentiability and comparative analysis in discrete-time infinite- horizon optimization
- Euler-Lagrange equation for a delay variational problem
- Pontryagin principles in infinite horizon in the presence of asymptotical constraints
- A note on time-optimal paths on perturbed spheroid
- Infinite-horizon multiobjective optimal control problems for bounded processes
- Rank theorem in infinite dimension and Lagrange multipliers
- On the smoothness of optimal paths. II. Some local turnpike results
- Value and Policy Function Approximations in Infinite-Horizon Optimization Problems
- Smoothness of the Policy Function in Discrete Time Economic Models
- Differentiability of the value function in continuous-time economic models
- Existence of different kind of solutions for discrete time equations
- Pontryagin principles for bounded discrete-time processes
- A note on multiobjective optimal control in presence of asymptotical constraints
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