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Thompson metric, contraction property and differentiability of policy functions

Montrucchio, Luigi - In: Journal of economic behavior & organization : JEBO 33 (1998) 3, pp. 449-466

Persistent link: https://www.econbiz.de/10001337557

Scelte intertemporali : teoria e modelli

Cugno, Franco; Montrucchio, Luigi - 1998 - 1. ed

Persistent link: https://www.econbiz.de/10001462702

Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion

Dal Forno, Arianna; Montrucchio, Luigi - In: Decisions in economics and finance : DEF ; a journal of … 26 (2003) 1, pp. 53-80

Persistent link: https://www.econbiz.de/10003837113

Discounted dynamic optimization and Bregman divergence

Sorger, Gerhard - In: Journal of mathematical economics 110 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015071619

On the existence of chaotic policy functions in dynamics optimization

Mitra, Tapan; Sorger, Gerhard - In: The Japanese economic review : the journal of the … 50 (1999) 4, pp. 470-484

Persistent link: https://www.econbiz.de/10001470295

Some rationalizability results for dynamic games

Akao, Ken-ichi; Mitra, Tapan; Sorger, Gerhard - In: International journal of economic theory 8 (2012) 4, pp. 361-379

Persistent link: https://www.econbiz.de/10009744834

On Lipschitz Continuity of Policy Functions in Continuous-Time Optimal Growth Models

Gota, Maria Luisa; Montrucchio, Luigi - 1999

This paper proves the C1,1 differentiability of the value function for continuous time concave dynamic optimization problems, under the assumption that the instantaneous utility is C1,1 and the initial segment of optimal solutions is interior. From this result, the Lipschitz dependence of...

Persistent link: https://www.econbiz.de/10014184255

Rationalizing policy functions by dynamic optimization

Mitra, Tapan; Sorger, Gerhard - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 2, pp. 375-392

Persistent link: https://www.econbiz.de/10001369025