Necessity of Transversality Conditions for Stochastic Problems
Year of publication: |
2000-11
|
---|---|
Authors: | Kamihigashi, Takashi |
Institutions: | Research Institute for Economics and Business Administration, Kobe University |
Subject: | Transversality condition | Stochastic optimization | Stochastic reduced-form model | Homogeneous returns | Stochastic growth model |
Extent: | application/pdf |
---|---|
Series: | Discussion Paper Series. - ISSN 1345-2207. |
Type of publication: | Book / Working Paper |
Notes: | Number 115 25 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D90 - Intertemporal Choice and Growth. General ; G12 - Asset Pricing |
Source: |
-
Necessity of Transversality Conditions for Stochastic Problems
Kamihigashi, Takashi, (2002)
-
Necessity of Transversality Conditions for Stochastic Problems
Kamihigashi, Takashi, (2001)
-
Necessity of the Transversality Condition for Stochastic Models with CRRA Utility
Kamihigashi, Takashi, (2003)
- More ...
-
Necessity of Transversality Conditions for Stochastic Problems
Kamihigashi, Takashi, (2002)
-
Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks
Kamihigashi, Takashi, (2006)
-
Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle
Kamihigashi, Takashi, (2015)
- More ...