Differentiability of the value function in continuous-time economic models
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- Variational Analysis
Cited in
(18)- Smoothness of the policy function in continuous-time economic models. The one-dimensional case
- Envelope theorems for static optimization and calculus of variations
- Differentiability and comparative analysis in discrete-time infinite- horizon optimization
- Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in Banach spaces
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- Comparative dynamics in stochastic models with respect to the \(L^{\infty }\)-\(L^{\infty }\) duality: a differential approach
- Monetary equilibrium and the differentiability of the value function
- On the smoothness of value functions and the existence of optimal strategies in diffusion models
- On the (non-)differentiability of the optimal value function when the optimal solution is unique
- Smooth dynamics and computation in models of economic growth
- Approximating the stationary Bellman equation by hierarchical tensor products
- Differentiability of equilibria for linear exchange economies
- Subdifferentiability of the value function in economic problems
- Differentiability of the value function of nonclassical optimal growth models
- Rational taxation in an open access fishery model
- Differentiability of the value function without interiority assumptions
- Envelope theorem in dynamic economic models with recursive utility
- Continuity and differentiability of expected value functions in dynamic discrete choice models
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