Transversality condition and optimality in a class of infinite horizon continuous time economic models
From MaRDI portal
Publication:1178823
DOI10.1016/0022-0531(91)90116-LzbMath0741.90007OpenAlexW1963689877MaRDI QIDQ1178823
Publication date: 26 June 1992
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(91)90116-l
transversality conditionnecessary optimality conditioninfinite horizon continuous time economic models
Related Items (3)
Transversality condition and optimality in a class of infinite horizon continuous time economic models ⋮ Bank management via stochastic optimal control ⋮ The Pontryagin maximum principle and problems of optimal economic growth
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Maximum principle and transversality condition for concave infinite horizon economic models
- Duality theory for dynamic optimization models of economics: The continuous time case
- Transversality condition and optimality in a class of infinite horizon continuous time economic models
- Market Structure and Innovation
- Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
- Optimal Pricing to Retard Entry
- Shadow Prices and Duality for a Class of Optimal Control Problems
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Cournot Oligopoly With Uncertain Entry
- Necessary Conditions for Optimal Control Problems with Infinite Horizons
- Dynamic Pricing with Stochastic Entry
- Limit Pricing, Uncertain Entry, and the Entry Lag
- Optimal capital accumulation and durable goods production
- Objectives, Constraints, and Outcomes in Optimal Growth Models
- Limit Pricing and Uncertain Entry
- Timing of Innovations Under Rivalry
This page was built for publication: Transversality condition and optimality in a class of infinite horizon continuous time economic models
