Generalized envelope theorems: applications to dynamic programming

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Convex Analysis
Nonsmooth equations in optimization. Regularity, calculus, methods and applications
Optimization and nonsmooth analysis
Envelope Theorems for Arbitrary Choice Sets
On the Differentiability of the Value Function in Dynamic Models of Economics
A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
On the existence of nonoptimal equilibria in dynamic stochastic economies
Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications
Markov equilibria of stochastic games with complementarities
Uniqueness of an equilibrium in infinite-horizon economies subject to taxes and externalities
One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
Differentiability of the value function without interiority assumptions
On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
Differential properties of the marginal function in mathematical programming
Differentiable stability in non convex and non differentiable programming
The Comparative Statics of Constrained Optimization Problems
Refinements of necessary optimality conditions in nondifferentiable programming. I
Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems
An empirical implication of Auspitz-Lieben-Edgeworth-Pareto complementarity
Dynamic optimization with a nonsmooth, nonconvex technology: the case of a linear objective function
A nonsmooth approach to nonexpected utility theory under risk
Point-to-Set Maps in Mathematical Programming
Differentiability of the value function of nonclassical optimal growth models
A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
Introduction to Nonsmooth Optimization
A nonsmooth, nonconvex model of optimal growth
Lipschitz continuity of value functions in Markovian decision processes
Comparative statics for the consumer problem
On the subdifferential of the value function in economic optimization problems
A nonsmooth approach to envelope theorems
Lipschitz continuous dynamic programming with discount
Lagrangian Subgradients
Lattice Theory and the Consumer's Problem
The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators

Cited In (3)

Envelope theorems for static optimization and calculus of variations
The envelope theorem, Euler and Bellman equations, without differentiability
The envelope theorem in dynamic optimization

Recommendations

This page was built for publication: Generalized envelope theorems: applications to dynamic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1752646)