IDEAS home Printed from https://ideas.repec.org/a/eee/jetheo/v28y1982i2p221-234.html
   My bibliography  Save this article

Characterization of optimal plans for stochastic dynamic programs

Author

Listed:
  • Blume, Lawrence
  • Easley, David
  • O'Hara, Maureen

Abstract

No abstract is available for this item.

Suggested Citation

  • Blume, Lawrence & Easley, David & O'Hara, Maureen, 1982. "Characterization of optimal plans for stochastic dynamic programs," Journal of Economic Theory, Elsevier, vol. 28(2), pages 221-234, December.
  • Handle: RePEc:eee:jetheo:v:28:y:1982:i:2:p:221-234
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0022-0531(82)90059-X
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tsur, Yacov & Graham-Tomasi, Theodore, 1990. "The Buffer Value Of Groundwater With Stochastic Surface Water Supplies," Staff Papers 14148, University of Minnesota, Department of Applied Economics.
    2. Benhabib, Jess & Jovanovic, Boyan, 1991. "Externalities and Growth Accounting," American Economic Review, American Economic Association, vol. 81(1), pages 82-113, March.
    3. Mitra, Tapan & Privileggi, Fabio, 2003. "Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty," Working Papers 03-09, Cornell University, Center for Analytic Economics.
    4. DAKHLAOUI Ahlem & MOREAUX Michel, 2007. "Trade-off between Hydro and Thermal Power Generation under Uncertainty," LERNA Working Papers 07.13.234, LERNA, University of Toulouse.
    5. Kehoe, Timothy J. & Levine, David K. & Romer, Paul M., 1990. "Determinacy of equilibria in dynamic models with finitely many consumers," Journal of Economic Theory, Elsevier, vol. 50(1), pages 1-21, February.
    6. Graham-Tomasi, Ted, 1993. "Quasi-Option Value," Staff Papers 201173, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    7. Kumar, Praveen, 2006. "Intertemporal price-quality discrimination and the Coase conjecture," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 896-940, November.
    8. Williams, Noah, 2004. "Small noise asymptotics for a stochastic growth model," Journal of Economic Theory, Elsevier, vol. 119(2), pages 271-298, December.
    9. Olson, Lars J., 1995. "Dynamic Economic Models with Uncertainty and Irreversibility: Methods and Applications," Working Papers 197822, University of Maryland, Department of Agricultural and Resource Economics.
    10. Aliprantis, C.D. & Camera, G. & Ruscitti, F., 2007. "Monetary Equilibrium and the Differentiability of the Value Function," Purdue University Economics Working Papers 1199, Purdue University, Department of Economics.
    11. Mehrling, Perry, 1995. "A note on the optimum quantity of money," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 249-258.
    12. Chen, Yu & Cosimano, Thomas F. & Himonas, Alex A., 2008. "Analytic solving of asset pricing models: The by force of habit case," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3631-3660, November.
    13. Hugo Cruz-Suárez & Raúl Montes-de-Oca, 2008. "An envelope theorem and some applications to discounted Markov decision processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 67(2), pages 299-321, April.
    14. Fabio Privileggi, 1995. "A characterization for solutions of stochastic discrete time optimization models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 18(2), pages 165-180, September.
    15. Joshi, Sumit, 2007. "Asymmetric outcome in a symmetric dynamic duopoly," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 531-555, February.
    16. repec:spr:compst:v:67:y:2008:i:2:p:299-321 is not listed on IDEAS
    17. DAKHLAOUI Ahlem, 2007. "Dynamic games in the wholesale electricity market," LERNA Working Papers 07.21.242, LERNA, University of Toulouse.
    18. Travis D. Nesmith, 2005. "Solving stochastic money-in-the-utility-function models," Finance and Economics Discussion Series 2005-52, Board of Governors of the Federal Reserve System (U.S.).
    19. Mauro Gaggero & Giorgio Gnecco & Marcello Sanguineti, 2014. "Approximate dynamic programming for stochastic N-stage optimization with application to optimal consumption under uncertainty," Computational Optimization and Applications, Springer, vol. 58(1), pages 31-85, May.
    20. Aliprantis, C.D. & Camera, G. & Ruscitti, F., 2009. "Monetary equilibrium and the differentiability of the value function," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 454-462, February.
    21. Graham-Tomasi, Theodore, 1985. "Uncertainty, Information, And Irreversible Investments," Staff Papers 14047, University of Minnesota, Department of Applied Economics.
    22. Kazuo Nishimura & Ryszard Rudnicki & John Stachurski, 2004. "Stochastic Growth With Nonconvexities:The Optimal Case," Department of Economics - Working Papers Series 897, The University of Melbourne.
    23. Timothy J. Kehoe & David K. Levine & Paul Romer, 1989. "Steady States and Determinacy in Economies with Infinitely Lived Agents," Levine's Working Paper Archive 52, David K. Levine.
    24. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
    25. Amir, Rabah, 1997. "A new look at optimal growth under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 67-86, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jetheo:v:28:y:1982:i:2:p:221-234. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/622869 .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.