Pages that link to "Item:Q1810700"
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The following pages link to Necessity of transversality conditions for stochastic problems. (Q1810700):
Displaying 10 items.
- 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 (Q506877) (← links)
- A nonsmooth, nonconvex model of optimal growth (Q869873) (← links)
- Necessity of the transversality condition for stochastic models with bounded or CRRA utility (Q956434) (← links)
- A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences (Q1650269) (← links)
- The fiscal theory of the price level in a world of low interest rates (Q1657212) (← links)
- Optimality of Ramsey-Euler policy in the stochastic growth model (Q1676452) (← links)
- Liquidity traps and expectation dynamics: fiscal stimulus or fiscal austerity? (Q1994605) (← links)
- Propensity to consume and the optimality of Ramsey-Euler policies (Q2150437) (← links)
- Bank management via stochastic optimal control (Q2507935) (← links)
- Subprime mortgage funding and liquidity risk (Q2879048) (← links)