Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance
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Publication:4301029
DOI10.2307/2951661zbMATH Open0806.90016OpenAlexW2035331787MaRDI QIDQ4301029FDOQ4301029
Authors: Jean Mercenier, Philippe Michel 
Publication date: 19 February 1995
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951661
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- Optimal time aggregation of infinite horizon control problems
- Challenges and Advances in A Priori Routing
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- MULTIDIMENSIONAL TRANSITIONAL DYNAMICS: A SIMPLE NUMERICAL PROCEDURE
- Learning the optimum as a Nash equilibrium
- Solution of perfect foresight saddlepoint problems: a simple method and applications.
- Lower bounding aggregation and direct computation for an infinite horizon one-reservoir model
- A genetic game of trade, growth and externalities
- The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
- Fast algorithm for a constrained infinite horizon LQ problem
- Smart forward shooting
- Reverse shooting made easy: Automating the search for the global nonlinear saddle path
- Genetic neural networks to approximate feedback Nash equilibria in dynamic games
- A distributed parallel genetic algorithm for solving optimal growth models
- The infinite horizon dynamic optimization problem revisited: A simple method to determine equilibrium states
- Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control
- Runtime reduction techniques for the probabilistic traveling salesman problem with deadlines
- Indeterminacy and period length under balanced budget rules
- Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models
- Economics of harvesting age-structured fish populations
- Features of multiregional and intertemporal AGE modelling with GEMPACK
- Optimal dynamics in a two-sector model with natural resources and foreign direct investments
- Temporal aggregation in a multi-sector economy with endogenous growth
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