Lipschitz continuous policy functions for strongly concave optimization problems
From MaRDI portal
Publication:1098779
DOI10.1016/0304-4068(87)90012-7zbMath0636.90077OpenAlexW2014832088MaRDI QIDQ1098779
Publication date: 1987
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1814/23079
Related Items (33)
Calmness and Stability Properties of Marginal and Performance Functions ⋮ On the sensitivity of optimal growth paths ⋮ Characterizations and decomposition of strongly Wright-convex functions of higher order ⋮ Open-loop and closed-loop equilibria in dynamic games with many players ⋮ Markovian equilibrium in infinite horizon economies with incomplete markets and public policy ⋮ Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty ⋮ On the role of computation in economic theory ⋮ Strong concavity properties of indirect utility functions in multisector optimal growth models ⋮ A note on Shiu's immunization results ⋮ Suboptimal solutions to dynamic optimization problems via approximations of the policy functions ⋮ Block-recursive equilibria in heterogeneous-agent models ⋮ Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents ⋮ Competitive equilibrium cycles for small discounting in discrete-time two-sector optimal growth models ⋮ Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty ⋮ Functions generating \((m,M,\Psi)\)-Schur-convex sums ⋮ Hölder continuity of the policy function approximation in the value function approximation ⋮ Smooth dynamics and computation in models of economic growth ⋮ Jensen's and Hermite-Hadamard's type inequalities for lower and strongly convex functions on normed spaces ⋮ A note on Shiu-Fisher-Weil immunization theorem ⋮ A turnpike theorem for continuous-time optimal-control models ⋮ Smooth dynamics and computation in models of economic growth ⋮ A qualitative approach to Markovian equilibrium in infinite horizon economies with capital ⋮ Stationary equilibria in discounted stochastic games with weakly interacting players ⋮ Lipschitz continuous dynamic programming with discount ⋮ Rational expectations equilibria of economies with local interactions ⋮ Remarks on \((F, t)\)-convex functions ⋮ Optimality conditions and duality for multiobjective measurable subset selection problems ⋮ On Lipschitz continuity of the iterated function system in a stochastic optimal growth model ⋮ Estimates of the approximation error using Rademacher complexity: Learning vector-valued functions ⋮ Value and Policy Function Approximations in Infinite-Horizon Optimization Problems ⋮ Stability of linear stochastic difference equations in strategically controlled random environments ⋮ On some properties of strictly convex functions ⋮ On Strongly Convex Functions and Related Classes of Functions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A local analysis of stability and regularity of stationary states in discrete symmetric optimal capital accumulation models
- Competitive chaos
- On the indeterminacy of capital accumulation paths
- Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate
- Optimal decisions over time and strange attractors: an analysis by the Bellman principle
- Smoothness, Comparative Dynamics, and the Turnpike Property
- Discounted Dynamic Programming
This page was built for publication: Lipschitz continuous policy functions for strongly concave optimization problems
