The Le Chatelier Principle in dynamic models of the firm

DOI10.1007/978-4-431-77784-7_7zbMath1182.91104OpenAlexW6199495MaRDI QIDQ3400028

Robert J. Rossana

Publication date: 18 January 2010

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-4-431-77784-7_7

zbMATH Keywords

investmentadjustment costsLe Chatelier principledynamic demandsMarshallian short run

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Cites Work

• Unnamed Item
• Two-stage optimal control problems with an explicit switch point dependence. Optimality criteria and an example of delivery lags and investment
• The Le Chatelier principle in optimal control problems
• The LeChatelier principle: The long and the short of it
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Time to Build and Aggregate Fluctuations
• Uncertainty and Lags in the Investment Decisions of Firms
• Technology Shocks and Cointegration in Quadratic Models of the Firm
• The Rational Multivariate Flexible Accelerator

This page was built for publication: The Le Chatelier Principle in dynamic models of the firm