Recommendations
- Generalized envelope theorems: applications to dynamic programming
- Envelope theorems for static optimization and calculus of variations
- Envelope Theorems for Arbitrary Choice Sets
- The envelope theorem in dynamic optimization
- On the (non-)differentiability of the optimal value function when the optimal solution is unique
Cites work
- scientific article; zbMATH DE number 3427125 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 3320765 (Why is no real title available?)
- scientific article; zbMATH DE number 3048439 (Why is no real title available?)
- Differentiability of the value function of nonclassical optimal growth models
- Differentiability of the value function without interiority assumptions
- Differentiable stability in non convex and non differentiable programming
- Differential Stability in Nonlinear Programming
- Differential properties of the marginal function in mathematical programming
- Envelope Theorems for Arbitrary Choice Sets
- Generalized Gradients and Applications
- Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming
- On optimal growth under uncertainty
- On the Differentiability of the Value Function in Dynamic Models of Economics
- On the subdifferential of the value function in economic optimization problems
- On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
- Optimization and nonsmooth analysis
- Real analysis
- Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
- The Comparative Statics of Constrained Optimization Problems
Cited in
(12)- Envelopes and nonconvex Hamilton-Jacobi equations
- Envelope Theorems for Arbitrary Choice Sets
- On the (non-)differentiability of the optimal value function when the optimal solution is unique
- The envelope theorem, Euler and Bellman equations, without differentiability
- The effect of interest rates on consumption in an income fluctuation problem
- The converse envelope theorem
- Generalized envelope theorems: applications to dynamic programming
- Posterior distribution of nondifferentiable functions
- Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
- On the Envelope of a Variational Inequality
- On envelopes and backward approximations
- COMPUTING THE CONVEX ENVELOPE USING A NONLINEAR PARTIAL DIFFERENTIAL EQUATION
This page was built for publication: A nonsmooth approach to envelope theorems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q898680)
