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Necessary conditions for optimal control problems with infinite horizons

Citations

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Cited by:

  1. Kellermann Kersten, 2004. "Finanzierungsformen und Opportunitätskosten öffentlicher Investitionen / Public Debt and Opportunity Costs of Public Investment," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(4), pages 471-487, August.
  2. Chia-Hui Chen & Junichiro Ishida, 2013. "Auctions Versus Negotiations: The Role of Price Discrimination," ISER Discussion Paper 0873, Institute of Social and Economic Research, The University of Osaka.
  3. Reddy, P.V. & Engwerda, J.C., 2011. "Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games," Other publications TiSEM 4896ece5-2400-45ba-a86f-5, Tilburg University, School of Economics and Management.
  4. Azizi, Karim & Canry, Nicolas & Chatelain, Jean-Bernard & Tinel, Bruno, 2013. "Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions," MPRA Paper 46519, University Library of Munich, Germany.
  5. Kamihigashi, Takashi, 2003. "Necessity of transversality conditions for stochastic problems," Journal of Economic Theory, Elsevier, vol. 109(1), pages 140-149, March.
  6. Naïla Hayek, 2011. "A Generalization of Mixed Problems with an Application to Multiobjective Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 150(3), pages 498-515, September.
  7. Fabbri, Giorgio & Faggian, Silvia & Freni, Giuseppe, 2015. "On the Mitra–Wan forest management problem in continuous time," Journal of Economic Theory, Elsevier, vol. 157(C), pages 1001-1040.
  8. Halkos, George & Papageorgiou, George, 2015. "Dynamical methods in Environmental and Resource Economics," MPRA Paper 67845, University Library of Munich, Germany.
  9. Engwerda, Jacob C., 1998. "On the open-loop Nash equilibrium in LQ-games," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 729-762, May.
  10. Sergey Aseev & Gernot Hutschenreiter & Arkadii V. Kryazhimskii, 2002. "Optimal Investment in R&D with International Knowledge Spillovers," WIFO Working Papers 175, WIFO.
  11. Kamihigashi, Takashi, 2005. "Necessity of the transversality condition for stochastic models with bounded or CRRA utility," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1313-1329, August.
  12. Kaniovski, Serguei, 2017. "The Optimal Use of Exhaustible Resources under Nonconstant Returns to Scale," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168079, Verein für Socialpolitik / German Economic Association.
  13. Driskill, Robert, 2006. "Multiple equilibria in dynamic rational expectations models: A critical review," European Economic Review, Elsevier, vol. 50(1), pages 171-210, January.
  14. Jean-Bernard Chatelain & Kirsten Ralf, 2012. "The Failure Of Financial Macroeconomics And What To Do About It," Manchester School, University of Manchester, vol. 80, pages 21-53, September.
  15. Emmanuelle Augeraud-Véron & Raouf Boucekkine & Vladimir Veliov, 2019. "Distributed Optimal Control Models in Environmental Economics: A Review," AMSE Working Papers 1902, Aix-Marseille School of Economics, France.
  16. Donald A. R. George & Les Oxley & Ken Carlaw, 2003. "Economic Growth in Transition," Journal of Economic Surveys, Wiley Blackwell, vol. 17(3), pages 227-237, July.
  17. Robert Holman, 2004. "Ekonomická analýza práva [Economic analysis of law]," Politická ekonomie, Prague University of Economics and Business, vol. 2004(4), pages 519-531.
  18. Yegorov, Yury & Wirl, Franz & Grass, Dieter & Eigruber, Markus & Feichtinger, Gustav, 2022. "On the matthew effect on individual investments in skills in arts, sports and science," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 178-199.
  19. Ravi Kashyap, 2016. "Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything," Papers 1604.04872, arXiv.org, revised Sep 2019.
  20. Sergey M. Aseev, 2023. "Necessary Conditions for the Optimality and Sustainability of Solutions in Infinite-Horizon Optimal Control Problems," Mathematics, MDPI, vol. 11(18), pages 1-15, September.
  21. Stefano Bosi & Carmen Camacho & David Desmarchelier, 2023. "Human capital and welfare," Oxford Economic Papers, Oxford University Press, vol. 75(2), pages 307-324.
  22. Kajanovičová, Viktória & Novotný, Branislav & Pospíšil, Michal, 2020. "Ramsey model with non-constant population growth," Mathematical Social Sciences, Elsevier, vol. 104(C), pages 40-46.
  23. Engwerda, J.C., 1996. "The Infinite Horizon Open-Loop Nash LQ-Game," Other publications TiSEM bb9762e7-faab-4ad2-8dd8-4, Tilburg University, School of Economics and Management.
  24. Michal Slavík, 2004. "Soudobá makroekonomie a teorie optimálního řízení [Contemporary macroeconomics and optimal control theory]," Politická ekonomie, Prague University of Economics and Business, vol. 2004(4), pages 551-561.
  25. Stefano Bosi & Carmen Camacho & David Desmarchelier, 2020. "Human capital and welfare," PSE Working Papers halshs-02482543, HAL.
  26. Weber, Thomas A., 2006. "An infinite-horizon maximum principle with bounds on the adjoint variable," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 229-241, February.
  27. Allise O. Wachs & Irwin E. Schochetman & Robert L. Smith, 2011. "Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes," Mathematics of Operations Research, INFORMS, vol. 36(1), pages 147-164, February.
  28. Carravetta, Francesco & Sorge, Marco M., 2011. "On the Solution of Markov-switching Rational Expectations Models," Bonn Econ Discussion Papers 05/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
  29. Feichtinger, Gustav & Grass, Dieter & Kort, Peter M. & Seidl, Andrea, 2021. "On the Matthew effect in research careers," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
  30. Stefano Bosi & Carmen Camacho & David Desmarchelier, 2020. "Human capital and welfare," Working Papers halshs-02482543, HAL.
  31. Carravetta, Francesco & Sorge, Marco M., 2013. "Model reference adaptive expectations in Markov-switching economies," Economic Modelling, Elsevier, vol. 32(C), pages 551-559.
  32. Bosi, Stefano & Lloyd-Braga, Teresa & Nishimura, Kazuo, 2021. "Externalities of human capital," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 145-158.
  33. Takashi Kamihigashi, 2003. "Necessity of the Transversality Condition for Stochastic Models with CRRA Utility," Discussion Paper Series 137, Research Institute for Economics & Business Administration, Kobe University.
  34. Marc Boissaux & Jang Schiltz, 2010. "An Optimal Control Approach to Portfolio Optimisation with Conditioning Information," LSF Research Working Paper Series 10-09, Luxembourg School of Finance, University of Luxembourg.
  35. Sergey Aseev & Konstantin Besov & Serguei Kaniovski, 2016. "The Optimal Use of Exhaustible Resources Under Non-constant Returns to Scale," WIFO Working Papers 525, WIFO.
  36. Feichtinger, Gustav & Grass, Dieter & Hartl, Richard F. & Kort, Peter M. & Seidl, Andrea, 2024. "The digital economy and advertising diffusion models: Critical mass and the Stalling equilibrium," European Journal of Operational Research, Elsevier, vol. 318(3), pages 966-978.
  37. Cui, Zhenyu & Fu, Michael C. & Peng, Yijie & Zhu, Lingjiong, 2020. "Optimal unbiased estimation for expected cumulative discounted cost," European Journal of Operational Research, Elsevier, vol. 286(2), pages 604-618.
  38. P. Cartigny & P. Michel, 2003. "On the Selection of One Feedback Nash Equilibrium in Discounted Linear-Quadratic Games," Journal of Optimization Theory and Applications, Springer, vol. 117(2), pages 231-243, May.
  39. Sergei Aseev & Gernot Hutschenreiter & Arkady Kryazhimskiy & Andrey Lysenko, 2005. "A dynamic model of optimal investment in research and development with international knowledge spillovers," Mathematical and Computer Modelling of Dynamical Systems, Taylor & Francis Journals, vol. 11(2), pages 125-133, June.
  40. Gordon, Sidartha & Marlats, Chantal & Ménager, Lucie, 2021. "Observation delays in teams and effort cycles," Games and Economic Behavior, Elsevier, vol. 130(C), pages 276-298.
  41. Shangrui Zhao & Jiani Zhou, 2018. "Solutions to Constrained Optimal Control Problems with Linear Systems," Journal of Optimization Theory and Applications, Springer, vol. 178(2), pages 349-362, August.
  42. Robert S. Chirinko & Daniel J. Wilson, 2023. "Fiscal Foresight and Perverse Distortions to Firm Behavior: Anticipatory Dips and Compensating Rebounds," Working Paper Series 2021-15, Federal Reserve Bank of San Francisco.
  43. Berthod, Mathias & Benchekroun, Hassan, 2019. "On agreements in a nonrenewable resource market: A cooperative differential game approach," Journal of Economic Dynamics and Control, Elsevier, vol. 98(C), pages 23-39.
  44. Grass, D., 2012. "Numerical computation of the optimal vector field: Exemplified by a fishery model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1626-1658.
  45. Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2007. "Crashes and recoveries in illiquid markets," Working Papers (Old Series) 0708, Federal Reserve Bank of Cleveland.
  46. Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012. "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00686788, HAL.
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