Applied Intertemporal Optimization
Download full text from publisher
References listed on IDEAS
- Xie Danyang, 1994.
"Divergence in Economic Performance: Transitional Dynamics with Multiple Equilibria,"
Journal of Economic Theory,
Elsevier, vol. 63(1), pages 97-112, June.
- Danyang Xie, 2002. "Divergence in Economic Performance: Transitional Dynamics with Multiple Equilibria," GE, Growth, Math methods 0210002, University Library of Munich, Germany.
- Merton, Robert C., 1971.
"Optimum consumption and portfolio rules in a continuous-time model,"
Journal of Economic Theory,
Elsevier, vol. 3(4), pages 373-413, December.
- R. C. Merton, 1970. "Optimum Consumption and Portfolio Rules in a Continuous-time Model," Working papers 58, Massachusetts Institute of Technology (MIT), Department of Economics.
- Walde, Klaus, 2002. "The economic determinants of technology shocks in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 1-28, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Oscar M. Valencia, 2014. "R&D Investment and Financial Frictions," Borradores de Economia 828, Banco de la Republica de Colombia.
- Lonnie Turpin & Matiur Rahman & Alberto Marquez, 2016. "Optimization over a collection of decision trees with three-valued outcomes," Economics Bulletin, AccessEcon, vol. 36(4), pages 1959-1965.
- Zhang, Yuzhe, 2009. "Dynamic contracting with persistent shocks," Journal of Economic Theory, Elsevier, vol. 144(2), pages 635-675, March.
- Koethenbuerger, Marko & Lockwood, Ben, 2010.
"Does tax competition really promote growth?,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 34(2), pages 191-206, February.
- Koethenbuerger, Marko & Lockwood, Ben, 2007. "Does Tax Competition Really Promote Growth?," The Warwick Economics Research Paper Series (TWERPS) 810, University of Warwick, Department of Economics.
- Benjamin Lockwood & Marko Köthenbürger, 2007. "Does Tax Competition Really Promote Growth?," CESifo Working Paper Series 2102, CESifo Group Munich.
- Orlando Gomes & Alexandra Ferreira-Lopes & Tiago Sequeira, 2014. "Exponential discounting bias," Journal of Economics, Springer, vol. 113(1), pages 31-57, September.
More about this item
KeywordsIntertemporal optimization; maximization; discrete time; continuous time; certainty; uncertainty; inserting; Lagrange; Hamiltonian; Dynamic Programming; Bellman equation; Ito's Lemma; Brownian motion; Poisson process; natural volatility;
StatisticsAccess and download statistics
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:gla:glabks:econ1. 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: (Tedi Racheva). General contact details of provider: http://edirc.repec.org/data/dpglauk.html .
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.
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.