Sensitivity of optimal programs with respect to changes in target stocks: The case of irreversible investment
From MaRDI portal
Publication:1170991
DOI10.1016/0022-0531(83)90128-XzbMath0497.90013OpenAlexW1978682952MaRDI QIDQ1170991
Publication date: 1983
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(83)90128-x
economic growthirreversible investmentchanging tasteschanging technologyfinite-horizon optimal programssensitivity of optimal programs
Applications of mathematical programming (90C90) Dynamic programming (90C39) Economic growth models (91B62)
Related Items
Sensitivity analysis of optimal growth plans with exogenous capital stocks, Stochastic growth with irreversible investment, Dynamic optimization models in finance: some extensions to the framework, models, and computation, On the Mitra-Wan forestry model: a unified analysis, Finite horizon optimization. Sensitivity and continuity in multi-sectoral models, Dynamic optimization in non-convex models with irreversible investment: Monotonicity and turnpike results, Does optimal growth preclude chaos? A theorem on monotonicity, Dynamic optimization on a non-convex feasible set: Some general results for non-smooth technologies, Chaotic dynamics in quasi-static systems: Theory and applications
Cites Work