Smoothness of the policy function in continuous-time economic models. The one-dimensional case

DOI10.1016/0165-1889(91)90042-YzbMATH Open0755.90014OpenAlexW1541768174MaRDI QIDQ1177288FDOQ1177288

Jean-Luc Vila, Manuel S. Santos

Publication date: 26 June 1992

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(91)90042-y

zbMATH Keywords

infinite horizonsmoothness of the optimal policy functionstrongly concave objective functions

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Invariant manifolds
• On the Differentiability of the Value Function in Dynamic Models of Economics
• Infinite horizon optimal control. Theory and applications
• Duality theory for dynamic optimization models of economics: The continuous time case
• Smoothness, Comparative Dynamics, and the Turnpike Property
• A New Proof of the Pseudostable Manifold Theorem

Cited In (9)

• Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty
• On high-order differentiability of the policy function
• On non-existence of Markov equilibria in competitive-market economies
• Smooth dynamics and computation in models of economic growth
• Smooth dynamics and computation in models of economic growth
• On the sensitivity of optimal growth paths
• The Once But Not Twice Differentiability of the Policy Function
• Strong concavity properties of indirect utility functions in multisector optimal growth models
• Smoothness of the Policy Function in Discrete Time Economic Models

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