A nonsmooth approach to envelope theorems

DOI10.1016/j.jmateco.2015.09.001zbMath1368.90150OpenAlexW3123115993MaRDI QIDQ898680

Suchismita Tarafdar, Kevin L. Reffett, Olivier F. Morand

Publication date: 18 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.09.001

zbMATH Keywords

nonsmooth analysisstochastic growthlattice programmingconstrained otimization with nonconvexitiesenvelope theorems

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Economic growth models (91B62)

Related Items

The effect of interest rates on consumption in an income fluctuation problem, Posterior distribution of nondifferentiable functions, The envelope theorem, Euler and Bellman equations, without differentiability, Generalized envelope theorems: applications to dynamic programming

Cites Work

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