Optimal growth models with bounded or unbounded returns: A unifying approach
From MaRDI portal
Publication:697975
Recommendations
- Recursive utility and optimal growth with bounded or unbounded returns
- Generalised discounting in dynamic programming with unbounded returns
- Optimal Growth Models with Discounted Return
- On discounted dynamic programming with unbounded returns
- Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
Cites work
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- An abstract topological approach to dynamic programming
- Dynamic programming with homogeneous functions
- On dynamic programming with unbounded returns
- Optimal growth and Pareto optimality
- Recursive utility and the Ramsey problem
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- The Existence of Ramsey Equilibrium
Cited in
(44)- A two sector endogenous growth model with habit formation
- Economic dynamics with renewable resources and pollution
- Optimal Growth Models with Discounted Return
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Existence of solutions in continuous-time optimal growth models
- On maximin dynamic programming and the rate of discount
- SIMPLE PROOF OF EXISTENCE OF EQUILIBRIUM IN A ONE-SECTOR GROWTH MODEL WITH BOUNDED OR UNBOUNDED RETURNS FROM BELOW
- Optimal growth models and the Lagrange multiplier
- Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations
- A multidimensional, nonconvex model of optimal growth
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
- A theory of disasters and long-run growth
- Recursive utility and optimal growth with bounded or unbounded returns
- Stochastic games with unbounded payoffs: applications to robust control in economics
- scientific article; zbMATH DE number 957567 (Why is no real title available?)
- Stochastic optimal growth with unbounded shock
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- A simple characterisation for sustained growth
- Do not blame Bellman: it is Koopmans' fault
- Stochastic optimal growth model with risk sensitive preferences
- Equilibrium storage with multiple commodities
- A class of linear quadratic dynamic optimization problems with state dependent constraints
- Monotonicity and continuity of the critical capital stock in the Dechert-Nishimura model
- On discounted dynamic programming with unbounded returns
- Saving and dissaving under Ramsey-Rawls criterion
- Introduction to a general equilibrium approach to economic growth
- On temporal aggregators and dynamic programming
- On history-dependent optimization models: a unified framework to analyze models with habits, satiation and optimal growth
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
- A generalization of Fatou's lemma for extended real-valued functions on \(\sigma\)-finite measure spaces: with an application to infinite-horizon optimization in discrete time
- Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- Discounted Markov control processes induced by deterministic systems
- Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor
- Non-linear strategies in a linear quadratic differential game
- Existence of a competitive equilibrium in the Lucas (1988) model without physical capital
- Discounted dynamic programming with unbounded returns: application to economic models
- A tale of two Rawlsian criteria
- Convex dynamic programming with (bounded) recursive utility
- On variable discounting in dynamic programming: applications to resource extraction and other economic models
- An approximation approach to dynamic programming with unbounded returns
- Fifty years of mathematical growth theory: classical topics and new trends
- Equilibrium and Competitive Equilibrium in a Discrete-Time Lucas Model
- Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
This page was built for publication: Optimal growth models with bounded or unbounded returns: A unifying approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q697975)