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A propos du principe du Maximum

Author

Listed:
  • Gilbert Abraham-Frois
  • Alain Goergen

Abstract

[fre] A propos du principe du Maximum. . On ne saurait surestimer l'importance du principe du Maximum de Pontrjagyn dans les développements récents de l'analyse économique. Ceux-ci sont inconcevables sans celui-là ; la croissance optimale, la croissance endogène, les modèles de cycles réels doivent leur existence à cette méthode de résolution qui paraît construite tout exprès pour les économistes. Les auteurs rappellent d'abord les traits principaux du modèle de Ramseypour montrer comment le principe a permis de clarifier les concepts et de simplifier la résolution des problèmes d'optimisation intertemporelle. Ils décrivent ensuite sa technique et sa diffusion et s'interrogent sur la moindre notoriété dont a bénéficié le principe de Bellman dans les années 1960, malgré l'évidente ressemblance entre ces deux théories. [eng] About maximum principle. . Optimum growth, endogeneous growth theories, real business cycles models find strong support, and partly its very origin on maximum principle which seems specially suited for economie analysis. The comparison with Ramsey model emphasizes how introduction of Maximum Principle did help to clarify concepts and allowed both simplification and new views in intertemporal optimisation analysis. The paper takes into account recent applications, and wonders why Bellman Principle, so close in many aspects to Maximum Principle, has suffered for later diffusion in the sixties.

Suggested Citation

  • Gilbert Abraham-Frois & Alain Goergen, 2002. "A propos du principe du Maximum," Revue Économique, Programme National Persée, vol. 53(1), pages 7-27.
  • Handle: RePEc:prs:reveco:reco_0035-2764_2002_num_53_1_410388
    DOI: 10.3406/reco.2002.410388
    Note: DOI:10.3406/reco.2002.410388
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