Concepedia

Duality theory for dynamic optimization models of economics: The continuous time case

Lawrence M. Benveniste, J. A. Scheinkman

Journal of Economic Theory · 1982 · 174 citations · 15 references

DOI

Concepts

References

15

The Mathematical Theory of Optimal Processes.

E. K. Blum, Pontryagin, Boltyanskii et al. · American Mathematical Monthly · 1963 · 4.3K citations

, , +13

The Mathematical Theory of Optimal Processes

Richard Bellman, L. S. Pontryagin, V. G. Boltyanskiĭ et al. · Econometrica · 1965 · 4.3K citations

, , +13

Core and Equilibria of a Large Economy.

Oliver Hart, Werner Hildenbrand · The Economic Journal · 1975 · 1.2K citations

, , +11

On the Differentiability of the Value Function in Dynamic Models of Economics

Lawrence M. Benveniste, J. A. Scheinkman · Econometrica · 1979 · 432 citations

, , +12

Sufficient Conditions for the Optimal Control of Nonlinear Systems

O. L. Mangasarian · SIAM Journal on Control · 1966 · 379 citations

, , +16