The envelope theorem, Euler and Bellman equations, without differentiability
Ramon Marimon, Jan Werner
| Year of publication: |
2021
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|---|---|
| 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
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| Subject: | Bellman equation | Envelope theorem | Euler equation | Recursive contracts | Recursive preferences | Value function | Variationsrechnung | Variational method | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Intertemporale Entscheidung | Intertemporal choice |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2021.105309 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012813450