Cyclical fluctuations in continuous time dynamic optimization models: survey of general theory and an application to dynamic limit pricing

DOI10.1007/978-1-4614-5131-0_13MaRDI QIDQ5244692zbMATH OpenOpenAlexFDO

Authors Toichiro Asada

Publication date 30 March 2015

Published in Optimization, Simulation, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-5131-0_13

zbMATH Keywords

cyclical fluctuationsdynamic limit pricingdynamic optimization modelsHopf bifurcation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Microeconomic theory (price theory and economic markets) (91B24)

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• Coefficient criterion for four-dimensional Hopf bifurcations: a complete mathematical characterization and applications to economic dynamics
• Criterion of Hopf bifurcations without using eigenvalues
• Dynamic limit pricing and internal finance
• Endogeneous growth and the balanced growth equilibrium
• Equilibrium cycling with small discounting
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• scientific article; zbMATH DE number 1734466 (Why is no real title available?)
• scientific article; zbMATH DE number 2067983 (Why is no real title available?)
• Investment, credit, and endogenous cycles
• Limit cycles in intertemporal adjustment models
• On the optimality of limit cycles in dynamic economic systems
• The Hopf bifurcation and the existence and stability of closed orbits in multisector models of optimal economic growth

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(3)

• Oscillations in the Rodriguez model of entry and price dynamics
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• Cyclical strategies in two-dimensional optimal control models: Necessary conditions and existence

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