Monetary equilibrium and the differentiability of the value function

DOI10.1016/J.JEDC.2008.06.010zbMath1170.91458OpenAlexW3125223977MaRDI QIDQ2271641

Gabriele Camera, Charalambos D. Aliprantis, Francesco Ruscitti

Publication date: 7 August 2009

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

Full work available at URL: https://digitalcommons.chapman.edu/economics_articles/84

zbMATH Keywords

value functionmoneyoptimal plans

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50)

Related Items (1)

Subdifferentials of Nonconvex Integral Functionals in Banach Spaces with Applications to Stochastic Dynamic Programming

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On Lipschitz continuity of policy functions in continuous-time optimal growth models
• Optimization and chaos.
• The distribution of money and prices in an equilibrium with lotteries
• Characterization of optimal plans for stochastic dynamic programs
• On the Differentiability of the Value Function in Dynamic Models of Economics
• Envelope Theorems for Arbitrary Choice Sets
• Dynamic Monetary Equilibrium in a Random Matching Economy

This page was built for publication: Monetary equilibrium and the differentiability of the value function