The Le Chatelier principle in dynamic models of the firm

DOI10.1007/978-4-431-77784-7_7MaRDI QIDQ3400028zbMATH OpenOpenAlexFDO

Authors Robert J. Rossana

Publication date 18 January 2010

Published in Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-4-431-77784-7_7

zbMATH Keywords

adjustment costsdynamic demandsinvestmentLe Chatelier principleMarshallian short run

Mathematics Subject Classification ID

Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Production theory, theory of the firm (91B38)

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Cites work

• scientific article; zbMATH DE number 4060924 (Why is no real title available?)
• Technology Shocks and Cointegration in Quadratic Models of the Firm
• The Le Chatelier principle in optimal control problems
• The LeChatelier principle: The long and the short of it
• The Rational Multivariate Flexible Accelerator
• Time to Build and Aggregate Fluctuations
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Two-stage optimal control problems with an explicit switch point dependence. Optimality criteria and an example of delivery lags and investment
• Uncertainty and Lags in the Investment Decisions of Firms

Cited in

(6)

• The Lechatelier principle in a DEA model
• The LeChatelier principle: The long and the short of it
• The LeChatelier principle for changes in risk
• The LeChatelier Principle under Production Uncertainty
• LeChatelier-Samuelson principle in games and pass-through of shocks
• The Le Châtelier principle in the theory of international trade

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