Finite horizon optimization. Sensitivity and continuity in multi-sectoral models
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Publication:1207006
DOI10.1016/0304-4068(93)90041-IzbMath0770.90015MaRDI QIDQ1207006
Publication date: 4 May 1993
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
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- Sensitivity of optimal programs with respect to changes in target stocks: The case of irreversible investment
- What do discounted optima converge to!: A theory of discount rate asymptotics in economic models
- Sensitivity of optimal growth paths
- Dynamic optimization in non-convex models with irreversible investment: Monotonicity and turnpike results
- Optimal Savings with Finite Planning Horizon
- Turnpike Theory
- Dynamic optimization on a non-convex feasible set: Some general results for non-smooth technologies
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