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Dynamic Optimization with a Nonsmooth, Nonconvex Technology: The Case of a Linear Objective Function

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Author Info
Takashi Kamihigashi (Research Institute for Economics and Business Administration, Kobe University)
Santanu Roy (Department of Economics, Southern Methodist University)

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Abstract

This paper studies a one-sector optimal growth model with linear utility in which the production function is generally nonconvex, nondifferentiable, and discontinuous. The model also allows for a general form of irreversible investment. We show that every optimal path either converges to zero or reaches a positive steady state in finite time (and possibly jumps among different steady states afterwards). We establish conditions for extinction (convergence to zero), survival (boundedness away from zero), and the existence of a minimum safe standard of conservation. They extend the conditions known for the case of S-shaped production functions to a much large class of technologies. We also show that as the discount factor approaches one, optimal paths converge to a small neighborhood of the golden rule capital stock.

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File URL: http://www.rieb.kobe-u.ac.jp/academic/ra/dp/English/dp161.pdf
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File Function: First version, 2004
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Publisher Info
Paper provided by Research Institute for Economics & Business Administration, Kobe University in its series Discussion Paper Series with number 161.

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Length: 21 pages
Date of creation: Jul 2004
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Handle: RePEc:kob:dpaper:161

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Related research
Keywords: Nonconvex; nonsmooth; and discontinuous technology; extinction; survival; turnpike; linear utility.;

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References listed on IDEAS
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  1. Azariadis, Costas & Drazen, Allan, 1990. "Threshold Externalities in Economic Development," The Quarterly Journal of Economics, MIT Press, vol. 105(2), pages 501-26, May. [Downloadable!] (restricted)
  2. Kamihigashi, Takashi, 1999. "Chaotic dynamics in quasi-static systems: theory and applications1," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 183-214, March. [Downloadable!] (restricted)
  3. Dechert, W. Davis & Nishimura, Kazuo, 1983. "A complete characterization of optimal growth paths in an aggregated model with a non-concave production function," Journal of Economic Theory, Elsevier, vol. 31(2), pages 332-354, December. [Downloadable!] (restricted)
  4. Majumdar, Mukul & Mitra, Tapan, 1982. "Intertemporal allocation with a non-convex technology: The aggregative framework," Journal of Economic Theory, Elsevier, vol. 27(1), pages 101-136, June. [Downloadable!] (restricted)
  5. Spence, A Michael & Starrett, David, 1975. "Most Rapid Approach Paths in Accumulation Problems," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(2), pages 388-403, June. [Downloadable!] (restricted)
  6. Skiba, A K, 1978. "Optimal Growth with a Convex-Concave Production Function," Econometrica, Econometric Society, vol. 46(3), pages 527-39, May. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Takashi Kamihigashi & Taiji Furusawa, 2006. "Immediately Reactive Equilibria in Infinitely Repeated Games with Additively Separable Continuous Payoffs," Discussion Paper Series 199, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
  2. Nguyen Manh Hung & Cuong Le Van & Philippe Michel, 2008. "Non-convex Aggregate Technology and Optimal Economic Growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00267100_v1, HAL. [Downloadable!]
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  3. Takashi Kamihigashi & Santanu Roy, 2005. "A nonsmooth, nonconvex model of optimal growth," Discussion Paper Series 173, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
    Other versions:
  4. Takashi Kamihigashi & Taiji Furusawa, 2007. "Global Dynamics in Infinitely Repeated Games with Additively Separable Continuous Payoffs," Discussion Paper Series 210, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
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