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Volumn 71, Issue 12, 2009, Pages

Transversality conditions for infinite horizon optimality: Higher order differential problems

Author keywords

Dynamic optimization; Higher order differential problems; Infinite horizon; Transversality condition; Unbounded

Indexed keywords

DIFFERENTIAL PROBLEMS; DYNAMIC OPTIMIZATION; HIGHER ORDER; INFINITE HORIZONS; TRANSVERSALITY CONDITIONS;

EID: 72149104729     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.na.2009.02.110     Document Type: Article
Times cited : (8)

References (9)
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    • Michel P. Some clarifications on the transversality condition. Econometrica 58 (1990) 705-723
    • (1990) Econometrica , vol.58 , pp. 705-723
    • Michel, P.1
  • 2
    • 0022721969 scopus 로고
    • Transversality conditions for some infinite horizon discrete time optimization problems
    • Ekeland I., and Scheinkman J.A. Transversality conditions for some infinite horizon discrete time optimization problems. Mathematics of Operations Research 11 (1986) 216-229
    • (1986) Mathematics of Operations Research , vol.11 , pp. 216-229
    • Ekeland, I.1    Scheinkman, J.A.2
  • 3
    • 0005873986 scopus 로고    scopus 로고
    • Necessity of transversality conditions for infinite horizon problems
    • Kamihigashi T. Necessity of transversality conditions for infinite horizon problems. Econometrica 69 (2001) 995-1012
    • (2001) Econometrica , vol.69 , pp. 995-1012
    • Kamihigashi, T.1
  • 5
    • 72149088090 scopus 로고    scopus 로고
    • D. Cai, T.G. Nitta, Treating the future equally: Solving undiscounted infinite horizon optimization problems, 2007. arXiv:math/0701371
    • D. Cai, T.G. Nitta, Treating the future equally: Solving undiscounted infinite horizon optimization problems, 2007. arXiv:math/0701371
  • 6
    • 72149095605 scopus 로고    scopus 로고
    • D. Cai, T.G. Nitta, Constructing the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, 2008. arXiv:0803.4046
    • D. Cai, T.G. Nitta, Constructing the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, 2008. arXiv:0803.4046
  • 7
    • 72149113447 scopus 로고    scopus 로고
    • D. Cai, T.G. Nitta, Limit of the solutions for the finite horizon problems as the optimal solution to the infinite horizon optimization problems, 2008. arXiv:0803.4050
    • D. Cai, T.G. Nitta, Limit of the solutions for the finite horizon problems as the optimal solution to the infinite horizon optimization problems, 2008. arXiv:0803.4050
  • 8
    • 84959840565 scopus 로고
    • On existence of weakly maximal programmes in a multi-sector economy
    • Brock W.A. On existence of weakly maximal programmes in a multi-sector economy. Review of Economic Studies 37 (1970) 275-280
    • (1970) Review of Economic Studies , vol.37 , pp. 275-280
    • Brock, W.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.