On the Existence of an Optimal Plan in a Continuous-Time Allocation Process

DOI10.2307/1910179zbMATH Open0204.18803OpenAlexW3121562546MaRDI QIDQ5602525FDOQ5602525

Authors: Menahem E. Yaari 

Publication date: 1964

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d01/d0158.pdf

Cited In (19)

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

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