Necessity of Transversality Conditions for Stochastic Problems
Year of publication: |
2001
|
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Authors: | Kamihigashi, Takashi |
Institutions: | Economics Department, State University of New York-Stony Brook (SUNY) |
Subject: | Transversality condition | stochastic optimization | stochastic reduced-form model | homogeneous returns | stochastic growth model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
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, (2000)
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Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility
Kamihigashi, Takashi, (2004)
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Entry and Exchanges of Cost Information
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Default and Punishment in General Equilibrium
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