On the Existence of an Optimal Plan in a Continuous-Time Allocation Process
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Publication:5602525
Cited in
(19)- Optimality conditions and Lagrangian duality in continuous-time nonlinear programming
- Cake eating, exhaustible resource extraction, life-cycle saving, and non-atomic games: existence theorems for a class of optimal allocation problems
- Decreasing absolute risk aversion and utility indices derived from cake- eating problems
- The bang-bang, purification and convexity principles in infinite dimensions
- On a variational problem
- On risk aversion and bargaining outcomes.
- On a useful compactification for optimal control problems
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
- Precautionary saving and risk aversion: an anticipated utility approach
- A variational problem arising in economics
- Some remarks concerning duality for continuous-time programming problems
- Exhaustion time in continuous allocation processes
- The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint
- An extension of the Aumann-Perles' variational problem
- Efficient sets with and without the expected utility hypothesis
- A variational problem related to a continuous-time allocation process for a continuum of traders
- An existence theorem for an optimal economic growth problem with infinite planning horizon
- A numerical method for a class of continuous concave programming problems
- Risk aversion in the theory of expected utility with rank dependent probabilities
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