A nonsmooth approach to envelope theorems
DOI10.1016/J.JMATECO.2015.09.001zbMATH Open1368.90150OpenAlexW3123115993MaRDI QIDQ898680FDOQ898680
Authors: Kevin Reffett, Suchismita Tarafdar, Olivier F. Morand 
Publication date: 18 December 2015
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.09.001
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nonsmooth analysisstochastic growthlattice programmingconstrained otimization with nonconvexitiesenvelope theorems
Convex programming (90C25) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Economic growth models (91B62)
Cites Work
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- Real analysis
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- Differentiability of the value function without interiority assumptions
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- Differential properties of the marginal function in mathematical programming
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- The Comparative Statics of Constrained Optimization Problems
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- Differential Stability in Nonlinear Programming
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Cited In (11)
- On the Envelope of a Variational Inequality
- On envelopes and backward approximations
- Envelope Theorems for Arbitrary Choice Sets
- Generalized envelope theorems: applications to dynamic programming
- The envelope theorem, Euler and Bellman equations, without differentiability
- The effect of interest rates on consumption in an income fluctuation problem
- Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
- Envelopes and nonconvex Hamilton-Jacobi equations
- Posterior distribution of nondifferentiable functions
- The converse envelope theorem
- COMPUTING THE CONVEX ENVELOPE USING A NONLINEAR PARTIAL DIFFERENTIAL EQUATION
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