A criterion for time aggregation in intertemporal dynamic models

DOI10.1007/BF01582571zbMath0824.90029MaRDI QIDQ1330900

Jean Mercenier, Philippe Michel

Publication date: 10 August 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

optimal growthtime aggregationintertemporal optimization economic models

Mathematics Subject Classification ID

Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (6)

Features of multiregional and intertemporal AGE modelling with GEMPACK ⋮ Optimal time aggregation of infinite horizon control problems ⋮ Temporal aggregation in a multi-sector economy with endogenous growth ⋮ Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models ⋮ Solution of perfect foresight saddlepoint problems: a simple method and applications. ⋮ The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.

Cites Work

• Model Building Techniques for the Correction of End Effects in Multistage Convex Programs
• A three-region intertemporal model of energy, international trade and capital flows
• On the formulation and solution of economic equilibrium models
• Finite horizon approximations of infinite horizon linear programs
• Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance

This page was built for publication: A criterion for time aggregation in intertemporal dynamic models