Generalized envelope theorems: applications to dynamic programming
From MaRDI portal
Publication:1752646
DOI10.1007/s10957-018-1241-5zbMath1409.90191OpenAlexW2788587367MaRDI QIDQ1752646
Suchismita Tarafdar, Olivier F. Morand, Kevin L. Reffett
Publication date: 24 May 2018
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-018-1241-5
Related Items
The envelope theorem, Euler and Bellman equations, without differentiability ⋮ Envelope theorems for static optimization and calculus of variations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A nonsmooth approach to nonexpected utility theory under risk
- Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications
- Lipschitz continuity of value functions in Markovian decision processes
- Differentiability of the value function without interiority assumptions
- Comparative statics for the consumer problem
- A nonsmooth, nonconvex model of optimal growth
- A nonsmooth approach to envelope theorems
- An empirical implication of Auspitz-Lieben-Edgeworth-Pareto complementarity
- Refinements of necessary optimality conditions in nondifferentiable programming. I
- Differentiability of the value function of nonclassical optimal growth models
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- Markov equilibria of stochastic games with complementarities
- Uniqueness of an equilibrium in infinite-horizon economies subject to taxes and externalities
- On the subdifferential of the value function in economic optimization problems
- On the existence of nonoptimal equilibria in dynamic stochastic economies
- A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
- Lipschitz continuous dynamic programming with discount
- Dynamic optimization with a nonsmooth, nonconvex technology: the case of a linear objective function
- Introduction to Nonsmooth Optimization
- Lattice Theory and the Consumer's Problem
- On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
- Optimization and nonsmooth analysis
- On the Differentiability of the Value Function in Dynamic Models of Economics
- Differential properties of the marginal function in mathematical programming
- One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
- Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
- A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
- Differentiable stability in non convex and non differentiable programming
- Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems
- The Comparative Statics of Constrained Optimization Problems
- Envelope Theorems for Arbitrary Choice Sets
- Convex Analysis
- Lagrangian Subgradients
- Point-to-Set Maps in Mathematical Programming
- The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators
