Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
From MaRDI portal
Recommendations
- Some Clarifications on the Transversality Condition
- Conditions for infinite horizon optimization problems: three additional assumptions
- Transversality condition for infinite-horizon problems
- Transversality conditions for infinite horizon optimality: higher order differential problems
- scientific article; zbMATH DE number 4079128
Cited in
(27)- Infinite horizon discrete time control problems for bounded processes
- Existence and transversality conditions for a general `unbounded-horizon' model of the mining firm
- Transversality condition and optimality in a class of infinite horizon continuous time economic models
- Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory
- Necessity of transversality conditions for stochastic problems.
- Optimal growth models and the Lagrange multiplier
- Stationary bubble equilibria in rational expectation models
- On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon
- Dynamic optimization with a nonsmooth, nonconvex technology: the case of a linear objective function
- Some Clarifications on the Transversality Condition
- Duality Theory in Infinite Horizon Optimization Models
- Necessity of a transversality condition in a firm's intertemporal optimization
- On the Euler equation approach to discrete-time nonstationary optimal control problems
- scientific article; zbMATH DE number 4026214 (Why is no real title available?)
- Introduction to economic theory of bubbles
- Transversality conditions for infinite horizon optimality: higher order differential problems
- Necessity of Transversality Conditions for Infinite Horizon Problems
- 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
- Dynamic optimization on a non-convex feasible set: Some general results for non-smooth technologies
- Redistribution and growth: Pareto improvements
- On fragility of bubbles in equilibrium asset pricing models of Lucas-type
- Optimal allocation strategies in a discrete-time bandit problem
- The relationship between general equilibrium models with infinitely-lived agents and overlapping generations models, and some applications
- A note on value maximization for consumption sets in ^ 1
- A nonsmooth, nonconvex model of optimal growth
- Banking bubbles and financial crises
- Necessity of the transversality condition for stochastic models with bounded or CRRA utility
This page was built for publication: Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3723193)
