Some notes on discount factor restrictions for dynamic optimization problems
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- Gerhard Sorger, 2008. "some notes on discount factor restrictions for dynamic optimization problems," Vienna Economics Papers 0805, University of Vienna, Department of Economics.
References listed on IDEAS
- Tapan Mitra & Gerhard Sorger, 1999. "Rationalizing Policy Functions by Dynamic Optimization," Econometrica, Econometric Society, vol. 67(2), pages 375-392, March.
- Santos, Manuel S, 1991. "Smoothness of the Policy Function in Discrete Time Economic Models," Econometrica, Econometric Society, vol. 59(5), pages 1365-1382, September.
- Nishimura, Kazuo & Yano, Makoto, 1996. "On the Least Upper Bound of Discount Factors That Are Compatible with Optimal Period-Three Cycles," Journal of Economic Theory, Elsevier, vol. 69(2), pages 306-333, May.
- Sorger, Gerhard, 1995. "On the sensitivity of optimal growth paths," Journal of Mathematical Economics, Elsevier, vol. 24(4), pages 353-369.
- Mitra, Tapan, 1998. "On the relationship between discounting and complicated behavior in dynamic optimization models," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 421-434, January.
- Medio,Alfredo & Lines,Marji, 2001. "Nonlinear Dynamics," Cambridge Books, Cambridge University Press, number 9780521558747, March.
- Montrucchio, Luigi & Sorger, Gerhard, 1996. "Topological entropy of policy functions in concave dynamic optimization models," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 181-194.
- Medio,Alfredo & Lines,Marji, 2001. "Nonlinear Dynamics," Cambridge Books, Cambridge University Press, number 9780521551861, March.
- Mitra, Tapan, 1996. "An Exact Discount Factor Restriction for Period-Three Cycles in Dynamic Optimization Models," Journal of Economic Theory, Elsevier, vol. 69(2), pages 281-305, May.
More about this item
KeywordsDynamic optimization Discounting Topological entropy Lyapunov exponents Periodic orbits;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models
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