Necessity of the transversality condition for stochastic models with bounded or CRRA utility
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Cites work
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- scientific article; zbMATH DE number 3283233 (Why is no real title available?)
- A simple proof of Ekeland and Scheinkman's result on the necessity of a transversality condition
- A simple proof of the necessity of the transversality condition
- Characterization by prices of optimal programs under uncertainty
- Duality Theory for Infinite Horizon Convex Models
- Duality theory for dynamic optimization models of economics: The continuous time case
- Dynamic programming with homogeneous functions
- Martingale conditions for optimal saving-discrete time
- Necessary Conditions for Optimal Control Problems with Infinite Horizons
- Necessity of Transversality Conditions for Infinite Horizon Problems
- Necessity of transversality conditions for stochastic problems.
- On Existence of Weakly Maximal Programmes in a Multi-Sector Economy
- Optimal Growth with a Convex-Concave Production Function
- Some Clarifications on the Transversality Condition
- Stochastic growth with irreversible investment
- The general instability of balanced paths in endogenous growth models: The role of transversality conditions
- Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
Cited in
(11)- Stationary bubble equilibria in rational expectation models
- Propensity to consume and the optimality of Ramsey-Euler policies
- Necessity of a transversality condition in a firm's intertemporal optimization
- A concept of stochastic transitivity for the random utility model
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Necessity of transversality conditions for stochastic problems.
- A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences
- Endogenous growth model with Bayesian learning and technology selection
- Two characterizations of optimality in dynamic programming
- 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
- Optimality of Ramsey-Euler policy in the stochastic growth model
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