Publication

An Infinite-Horizon Maximum Principle with Bounds on the Adjoint Variable

Thomas Alois Weber
2006
Journal paper

Abstract

We provide necessary optimality conditions for a general class of discounted infinite-horizon dynamic optimization problems. As part of the resulting maximum principle we obtain explicit bounds on the adjoint variable, stronger than the transversality conditions in Arrow–Kurz form.

Official source

https://infoscience.epfl.ch/record/187524?ln=en

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An Infinite-Horizon Maximum Principle with Bounds on the Adjoint Variable

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