Envelope theorems for non-smooth and non-concave optimization
Year of publication: |
2012-04
|
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Authors: | Clausen, Andrew ; Strub, Carlo |
Institutions: | Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät |
Subject: | Envelope theorem | differentiability | dynamic programming | discrete choice | non-smooth analysis |
Extent: | application/pdf |
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Series: | ECON - Working Papers. - ISSN 1664-7041. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econ working papers Number 062 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; E20 - Consumption, Saving, Production, Employment, and Investment. General |
Source: |
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Envelope theorems for non-smooth and non-concave optimization
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