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Volumn 33, Issue 3-4, 1998, Pages 449-466

Thompson metric, contraction property and differentiability of policy functions

Author keywords

Dynamic programming; Growth models; Iterative methods

Indexed keywords


EID: 0032517948     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-2681(97)00069-3     Document Type: Article
Times cited : (18)

References (16)
  • 1
    • 0000784179 scopus 로고
    • The once but not twice differentiability of the policy function
    • Araujo, A., 1991. The once but not twice differentiability of the policy function, Econometrica 59, 1383-1391.
    • (1991) Econometrica , vol.59 , pp. 1383-1391
    • Araujo, A.1
  • 2
    • 0001214870 scopus 로고
    • Smoothness, comparative dynamics and the turnpike property
    • Araujo, A., Scheinkman, J.A., 1977. Smoothness, comparative dynamics and the turnpike property, Econometrica 45, 601-620.
    • (1977) Econometrica , vol.45 , pp. 601-620
    • Araujo, A.1    Scheinkman, J.A.2
  • 3
    • 0001215411 scopus 로고
    • On the differentiability of the value function
    • Benveniste, L.M., Scheinkman, J.A., 1979. On the differentiability of the value function, Econometrica 47, 727-732.
    • (1979) Econometrica , vol.47 , pp. 727-732
    • Benveniste, L.M.1    Scheinkman, J.A.2
  • 7
    • 77956865740 scopus 로고
    • Optimal economic growth, turnpike theorems and comparative dynamics
    • Arrow, K.J., Intriligator, M.D. (Eds.), North-Holland, Amsterdam
    • McKenzie, L.W., Optimal economic growth, turnpike theorems and comparative dynamics, in: Arrow, K.J., Intriligator, M.D. (Eds.), Handbook of Mathematical Economics, Vol. III, North-Holland, Amsterdam, 1986.
    • (1986) Handbook of Mathematical Economics , vol.3
    • McKenzie, L.W.1
  • 8
    • 38149145474 scopus 로고
    • Lipschitz continuous policy functions for strongly concave optimization problems
    • Montrucchio, L., 1987. Lipschitz continuous policy functions for strongly concave optimization problems, Journal of Mathematical Economics 16, 259-273.
    • (1987) Journal of Mathematical Economics , vol.16 , pp. 259-273
    • Montrucchio, L.1
  • 9
    • 0028397138 scopus 로고
    • Dynamic complexity of optimal paths and discount factor for strongly concave problems
    • Montrucchio, L., 1994. Dynamic complexity of optimal paths and discount factor for strongly concave problems, Journal of Optimization Theory and Applications 80, 385-406.
    • (1994) Journal of Optimization Theory and Applications , vol.80 , pp. 385-406
    • Montrucchio, L.1
  • 10
    • 0001338184 scopus 로고
    • Hilbert's projective metric iterated nonlinear maps
    • Providence, Rhode Island
    • Nussbaum, R.D., Hilbert's projective metric iterated nonlinear maps, Memoirs of the American Mathematical Society, 391, Providence, Rhode Island, 1988.
    • (1988) Memoirs of the American Mathematical Society , vol.391
    • Nussbaum, R.D.1
  • 11
    • 0000214581 scopus 로고
    • Smoothness of the policy functions in discrete-time economic models
    • Santos, M.S., 1991. Smoothness of the policy functions in discrete-time economic models, Econometrica 59, 1365-1382.
    • (1991) Econometrica , vol.59 , pp. 1365-1382
    • Santos, M.S.1
  • 12
    • 0001577414 scopus 로고
    • On high-order differentiability of the policy function
    • Santos, M.S., 1993. On high-order differentiability of the policy function, Economic Theory 3, 565-570.
    • (1993) Economic Theory , vol.3 , pp. 565-570
    • Santos, M.S.1
  • 13
    • 38149147792 scopus 로고
    • Smooth dynamics and computation in models of economic growth
    • Santos, M.S., 1994. Smooth dynamics and computation in models of economic growth, Journal of Economic Dynamics and Control 18, 879-895.
    • (1994) Journal of Economic Dynamics and Control , vol.18 , pp. 879-895
    • Santos, M.S.1
  • 14
    • 6144223518 scopus 로고
    • Or optimal steady states on n-sector growth models when utility is discounted
    • Scheinkman, J.A., 1976. Or optimal steady states on n-sector growth models when utility is discounted, Journal of Economic Theory 12, 11-30.
    • (1976) Journal of Economic Theory , vol.12 , pp. 11-30
    • Scheinkman, J.A.1
  • 16
    • 84966219504 scopus 로고
    • On certain contraction mappings in a partially ordered vector space
    • Thompson, A.C., 1963. On certain contraction mappings in a partially ordered vector space, Proceeding of American Mathematical Society 14, 438-443.
    • (1963) Proceeding of American Mathematical Society , vol.14 , pp. 438-443
    • Thompson, A.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.