Non-smooth monotonicity constraints in optimal control problems: some economic applications

DOI10.1002/OCA.948MaRDI QIDQ4911974zbMATH OpenOpenAlexFDO

Authors X. Ruiz del Portal

Publication date 20 March 2013

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.948

zbMATH Keywords

monotonicity constraintsoptimal control theoryscreening problems

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• An Exploration in the Theory of Optimum Income Taxation
• An Increasing Continuous Singular Function
• Anticipation echoes in vintage capital models
• Envelope Theorems for Arbitrary Choice Sets
• Is the optimal income tax regressive?
• Monopoly and product quality
• On countervailing incentives
• Optimal control of Solow vintage capital model with nonlinear utility
• Optimal Control Problems with Mixed Control-Phase Variable Equality and Inequality Constraints
• Optimal Nonuniform Prices
• Participation constraints in adverse selection models
• Turnpike and optimal trajectories in integral dynamic models with endogeneous delay
• Variational Analysis

Cited in

(7)

• A general principal-agent setting with non-differentiable mechanisms: Some examples
• On the implementability of contracts without quasilinear utility
• Conditions for incentive compatibility in models with multidimensional allocation functions and one-dimensional types
• Open-loop control of a plant described by a system with nonsmooth right-hand side
• On some problems of nonsmooth optimization in economic theory
• Optimal control with monotonicity constraints for a parallel-server loss channel serving multi-class jobs
• Participation constraints in discontinuous adverse selection models

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