Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
From MaRDI portal
Publication:2662296
Recommendations
- On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon
- On necessary conditions of optimality for infinite horizon problems
- On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function
- Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions
- Necessity of vanishing shadow price in infinite horizon control problems
Cites work
- A class of linear quadratic dynamic optimization problems with state dependent constraints
- A dynamic cournot-nash equilibrium in fishery: The effects of entry
- A nonsmooth, nonconvex model of optimal growth
- A simple proof of the necessity of the transversality condition
- An existence theorem for discrete-time infinite-horizon optimal control problems
- Constrained discounted Markov decision processes with Borel state spaces
- Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555
- Discontinuous Nash Equilibria in a Two-Stage Linear-Quadratic Dynamic Game With Linear Constraints
- Discounted Dynamic Programming
- Discounted dynamic programming with unbounded returns: application to economic models
- Dynamic Oligopoly as a Mixed Large Game – Toy Market
- Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
- Equilibria in a two-species fishery
- Equilibrium in a dynamic game of capital accumulation with the overtaking criterion
- Existence and uniqueness of a fixed point for local contractions
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- Fish wars with many players
- Generalised discounting in dynamic programming with unbounded returns
- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- scientific article; zbMATH DE number 2202839 (Why is no real title available?)
- Infinite-horizon optimal control in the discrete-time framework
- Linear quadratic game of exploitation of common renewable resources with inherent constraints
- Markov decision processes on Borel spaces with total cost and random horizon
- Necessity of the transversality condition for stochastic models with bounded or CRRA utility
- Negative Dynamic Programming
- Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
- Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
- On discounted dynamic programming with unbounded returns
- On existence and bubbles of Ramsey equilibrium with borrowing constraints
- On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon
- On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
- Open and closed loop Nash equilibria in games with a continuum of players
- Optimal control, dichotomy, and closed range
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Optimality conditions for discrete-time optimal control on infinite horizon
- Recursive utility and optimal growth with bounded or unbounded returns
- Recursive utility with unbounded aggregators
- Stochastic games with unbounded payoffs: applications to robust control in economics
- Strategic dynamic interaction. Fish wars
- The compleat fish wars: Biological and dynamic interactions
- The tragedy of open ecosystems
- The tragedy of the commons?
- Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
Cited in
(7)- Dynamic optimization problems with bounded terminal conditions
- On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon
- On the basis of the Hamilton-Jacobi-Bellman equation in economic dynamics
- Conditions for infinite horizon optimization problems: three additional assumptions
- An approximation approach to dynamic programming with unbounded returns
- Do not blame Bellman: it is Koopmans' fault
- Optimal advertising and product durability decisions in new product diffusion
This page was built for publication: Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2662296)