Pricing infinite horizon programs

DOI10.1016/0022-247X(82)90203-7zbMath0492.90011MaRDI QIDQ1168204

Michael J. P. Magill

Publication date: 1982

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

infinite horizoncontinuous timeabstract resource allocation problemsexistence of supporting prices

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Related Items (11)

An existence theorem for a class of infinite horizon optimal control problems ⋮ Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages ⋮ Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces ⋮ Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics ⋮ The Pontryagin maximum principle for nonlinear optimal control problems with infinite horizon ⋮ Different interpretations of the improper integral objective in an infinite horizon control problem ⋮ First-order necessary optimality conditions for infinite horizon optimal control problems with linear dynamics and convex objective ⋮ An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon ⋮ On a resource allocation model with infinite horizon ⋮ Infinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problem ⋮ Problems in the calculus of variations on unbounded intervals. Fourier-Laguerre analysis and approximations

Cites Work

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• Mathematical methods of game and economic theory
• Infinite Horizon Programs
• Existence and Duality Theorems for Convex Problems of Bolza
• VALUATION EQUILIBRIUM AND PARETO OPTIMUM

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