Recursive utility and optimal capital accumulation II: sensitivity and duality theory

Economic Theory

Volumn 2, Issue 4, 1992, Pages 547-563

  Becker, Robert A ^a   Boyd III, John H ^b  

^a INDIANA UNIVERSITY   (United States)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000950021     PISSN: 09382259     EISSN: 14320479     Source Type: Journal    
DOI: 10.1007/BF01212476     Document Type: Article

References (42)

1. Maximum principle and transversality condition for concave infinite horizon economic models
2. An existence result for optimal economic growth problems
3. Recursive utility and optimal capital accumulation, I: Existence
4. The dynamics of efficient intertemporal allocations with many agents, recursive preferences and production
5. Global equilibrium dynamics with stationary recursive preferences
6. On the differentiability of the value function in dynamic models of economics
7. Duality theory for dynamic optimization models of economics: the continuous time case
8. Debt, deficits, and finite horizons
9. An optimal control problem with a random stopping time
10. Recursive utility and the Ramsey problem
11. Sensitivity of optimal growth paths with respect to a change in target stocks
12. Infinite-horizon optimal controls for problems governed by a Volterra integral equation with state and control dependent discount factor
13. Uncertain lifetimes, retirement and economic welfare
14. Transversality conditions for some infinite horizon discrete time optimization problems
15. Stationary cardinal utility and optimal growth under uncertainty
16. The global stability of efficient intertemporal allocations
17. A simple dynamic general equilibrium model
18. The rate of time preference and dynamic economic analysis
19. Necessary conditions for optimal control problems with infinite horizons
20. Stationary ordinal utility and impatience
21. Optimal growth with many consumers
22. Asymptotic behavior and optimal properties of a consumption-investment model with variable time preference
23. Sensitivity of otpimal growth paths with respect to a change in target stocks or in the length of the planning horizon in a multisector model
24. Dualizing optimization problems in mathematical economics
25. A mathematical theory of saving
26. Optimal growth with intertemporally dependent preferences
27. A note on recursive utility maximization
28. A maximum principle for control problems with uncertain horizon and variable discount rate
29. A sensitivity analysis on optimal economic growth
30. Time preference, the consumption function, and optimum asset holdings
31. Optimal saving programs under intertemporally dependent preferences
32. Uncertain lifetime, life insurance, and the theory of the consumer