The envelope theorem, Euler and Bellman equations, without differentiability
Year of publication: |
2021
|
---|---|
Authors: | Marimon, Ramon ; Werner, Jan |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 196.2021, p. 1-33
|
Subject: | Bellman equation | Envelope theorem | Euler equation | Recursive contracts | Recursive preferences | Value function | Mathematische Optimierung | Mathematical programming | Variationsrechnung | Variational method | Präferenztheorie | Theory of preferences |
-
Will artificial intelligence replace computational economists any time soon?
Maliar, Lilia, (2019)
-
Rincón-Zapatero, Juan Pablo, (2020)
-
Fast Upper-Envelope Scan for Discrete-Continuous Dynamic Programming
Dobrescu, Loretti Isabella, (2022)
- More ...
-
Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory
Beißner, Patrick, (2023)
-
Liquidity and asset prices in rational expectations equilibrium with ambiguous information
Ozsoylev, Han, (2011)
-
Arbitrage, bubbles, and valuation
Werner, Jan, (1993)
- More ...