Lipschitz continuous policy functions for strongly concave optimization problems
From MaRDI portal
Publication:1098779
DOI10.1016/0304-4068(87)90012-7zbMath0636.90077MaRDI QIDQ1098779
Publication date: 1987
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1814/23079
Related Items
Stability of linear stochastic difference equations in strategically controlled random environments, Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty, Smooth dynamics and computation in models of economic growth, Smooth dynamics and computation in models of economic growth, A turnpike theorem for continuous-time optimal-control models, On Lipschitz continuity of the iterated function system in a stochastic optimal growth model, Estimates of the approximation error using Rademacher complexity: Learning vector-valued functions, Open-loop and closed-loop equilibria in dynamic games with many players, A note on Shiu-Fisher-Weil immunization theorem, On the role of computation in economic theory, Strong concavity properties of indirect utility functions in multisector optimal growth models, A note on Shiu's immunization results, On the sensitivity of optimal growth paths, Markovian equilibrium in infinite horizon economies with incomplete markets and public policy, Hölder continuity of the policy function approximation in the value function approximation, A qualitative approach to Markovian equilibrium in infinite horizon economies with capital, Stationary equilibria in discounted stochastic games with weakly interacting players, Lipschitz continuous dynamic programming with discount, Rational expectations equilibria of economies with local interactions, Calmness and Stability Properties of Marginal and Performance Functions, Optimality conditions and duality for multiobjective measurable subset selection problems, Value and Policy Function Approximations in Infinite-Horizon Optimization Problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A local analysis of stability and regularity of stationary states in discrete symmetric optimal capital accumulation models
- Competitive chaos
- On the indeterminacy of capital accumulation paths
- Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate
- Optimal decisions over time and strange attractors: an analysis by the Bellman principle
- Smoothness, Comparative Dynamics, and the Turnpike Property
- Discounted Dynamic Programming