EconPapers: Search

Infinite-horizon choice functions,
Geir Asheim, Walter Bossert, Yves Sprumont and Kotaro Suzumura, in Economic Theory (2010)
Keywords: Intergenerational resource allocation, Infinite-horizon choice, D63, D71,

Conditions implying the vanishing of the Hamiltonian at the infinite horizon in optimal control problems,
Atle Seierstad, from Oslo University, Department of Economics (2003)
Keywords: keyword infinite horizon; optimal control

A stochastic programming approach for planning horizons of infinite horizon capacity planning problems,
Kai Huang and Shabbir Ahmed, in European Journal of Operational Research (2010)
Keywords: Stochastic programming Infinite horizon Capacity planning Approximation Planning horizon

Examples of optimal prediction in the infinite horizon case,
Albert Cohen, in Statistics & Probability Letters (2010)
Keywords: Optimal stopping Non-adapted functionals Infinite horizon

Optimal search from multiple distributions with infinite horizon,
Jean-Michel Benkert, Igor Letina and Georg Nöldeke, in Economics Letters (2018)
Keywords: Optimal search; Search intensity; Infinite horizon; Recall;

Solving Infinite Horizon Growth Models with an Environmental Sector,
David Kelly and Charles Kolstad, from Department of Economics, UC Santa Barbara (1999)
Keywords: Solving Infinite Horizon Growth Models with an Environmental Sector

Payment Schemes in Infinite-Horizon Experimental Games,
Katerina Sherstyuk, Nori Tarui and Tatsuyoshi Saijo, from University of Hawaii at Manoa, Department of Economics (2011)
Keywords: economic experiments, infinite-horizon games, random termination

Optimal search from multiple distributions with infinite horizon,
Jean-Michel Benkert, Igor Letina and Georg Nöldeke, from Department of Economics - University of Zurich (2017)
Keywords: Optimal search, search intensity, infinite horizon, recall

Infinite Horizon Problems,
Alexander J. Zaslavski, from Springer (2014)
Keywords: Autonomous Discrete Time, Economic Dynamics, Infinite Horizon Optimal Control Problem, Overtaking Optimality Criterion, Natural Numbers

A Tie-Breaking Rule for Discrete Infinite Horizon Optimization,
Sarah M. Ryan, James C. Bean and Robert L. Smith, in Operations Research (1992)
Keywords: dynamic programming, deterministic: infinite horizon optimization, facilities/equipment planning, capacity expansion: infinite horizon models

On the Relation Between Turnpike Properties for Finite and Infinite Horizon Optimal Control Problems,
Lars Grüne, Christopher M. Kellett and Steven R. Weller, in Journal of Optimization Theory and Applications (2017)
Keywords: Finite horizon optimal control, Infinite horizon optimal control, Optimal equilibrium

Stochastic Infinite Horizon Forecasts for US Social Security Finances,
Ronald Lee and Michael Anderson, in National Institute Economic Review (2005)
Keywords: Social security; sustainable; infinite horizon; stochastic; forecast

Stability of Feedback Solutions for Infinite Horizon Noncooperative Differential Games,
Alberto Bressan and Khai T. Nguyen, in Dynamic Games and Applications (2018)
Keywords: Noncooperative differential games, Nash equilibrium, Infinite horizon

Necessary Conditions for Nonsmooth, Infinite-Horizon, Optimal Control Problems,
A. Seierstad, in Journal of Optimization Theory and Applications (1999)
Keywords: Infinite-horizon problems, nonsmooth optimal control

On infinite-horizon minimum-cost hedging under cone constraints,
Kevin Huang, from Utah State University, Department of Economics
Keywords: Infinite horizon, minimum-cost hedging, cone constraints

Making promises in infinite-horizon economies with default and collateral,
Jaime Orrillo, in Mathematics and Computers in Simulation (MATCOM) (2009)
Keywords: Incomplete markets; Exogenous collateral; Continuum of states; Infinite horizon;

Rational land and housing bubbles in infinite-horizon economies,
Stefano Bosi, Cuong Le Van and Ngoc-Sang Pham, from HAL (2016)
Keywords: infinite horizon,general equilibrium,land bubble,housing bubble

Rational land and housing bubbles in infinite-horizon economies,
Cuong Le Van, Stefano Bosi and Ngoc-Sang Pham, from HAL (2017)
Keywords: land bubble,general equilibrium,infinite horizon,housing bubble

Financial segmentation and collateralized debt in infinite-horizon economies,
Miguel Iraola, Fabián Sepúlveda and Juan Pablo Torres-Martinez, in Journal of Mathematical Economics (2019)
Keywords: Infinite-horizon economies; Financial segmentation; Non-recourse collateralized loans;

Rational land and housing bubbles in infinite-horizon economies,
Stefano Bosi, Cuong Le van and Ngoc-Sang Pham, from HAL (2016)
Keywords: infinite horizon,general equilibrium,land bubble,housing bubble

Rational land and housing bubbles in infinite-horizon economies,
Cuong Le van, Stefano Bosi and Ngoc-Sang Pham, from HAL (2017)
Keywords: land bubble,general equilibrium,infinite horizon,housing bubble

Rational land and housing bubbles in infinite-horizon economies,
Cuong Le Van, Stefano Bosi and Ngoc-Sang Pham, from HAL (2017)
Keywords: land bubble,general equilibrium,infinite horizon,housing bubble

Infinite Horizon Differential Games with Asymmetric Information,
Xiaochi Wu, in Dynamic Games and Applications (2019)
Keywords: Differential games, Incomplete information, Infinite horizon, Hamilton–Jacobi equations

Transversality condition for singular infinite horizon calculus of variations,
Eladio Ocaña Anaya and Pierre Cartigny, in Journal of Global Optimization (2011)
Keywords: Infinite horizon, Calculus of variation, MRAP, Hamilton–Jacobi equation, Transversality condition,

Relaxation of Minimax Optimal Control Problems with Infinite Horizon,
S. C. Di Marco and R. L. V. González, in Journal of Optimization Theory and Applications (1999)
Keywords: Minimax optimal control problems, infinite-horizon problems, relaxation, weak compactness

Infinite-Horizon Stochastic Differential Games with Branching Payoffs,
D. W. K. Yeung, in Journal of Optimization Theory and Applications (2001)
Keywords: Stochastic differential games, infinite-horizon processes, branching processes, Nash equilibria

Nonturnpike Optimal Solutions and Their Approximations in Infinite Horizon,
A. Rapaport and P. Cartigny, in Journal of Optimization Theory and Applications (2007)
Keywords: Calculus of variations, Infinite horizon, Viscosity solutions, Hamilton-Jacobi equation, Turnpikes

Payment schemes in infinite-horizon experimental games,
Katerina Sherstyuk, Nori Tarui and Tatsuyoshi Saijo, in Experimental Economics (2013)
Keywords: Economic experiments, Infinite-horizon games, Random termination, C90, C73,

Rational Land and Housing Bubbles in Infinite-Horizon Economies,
Stefano Bosi, Cuong Le Van and Ngoc-Sang Pham, from Springer (2017)
Keywords: Infinite horizon, General equilibrium, Land bubble, Housing bubble

Rational land and housing bubbles in infinite-horizon economies,
Stefano Bosi, Cuong Le van and Ngoc-Sang Pham, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2016)
Keywords: infinite horizon; general equilibrium; land bubble; housing bubble

Infinite Horizon Sparse Optimal Control,
Dante Kalise, Karl Kunisch and Zhiping Rao, in Journal of Optimization Theory and Applications (2017)
Keywords: Optimal control, Infinite horizon control, Sparse control, Optimality conditions, Dynamic programming

Determinancy in Infinite Horizon Exchange Economies,
Chris Shannon, from Department of Economics, Institute for Business and Economic Research, UC Berkeley (1994)
Keywords: regular economies, determinacy, comparative statistics, local uniqueness, infinite horizon economies, Social and Behavioral Sciences

Increasing Returns in Infinite Horizon Economies,
Chris Shannon, from Department of Economics, Institute for Business and Economic Research, UC Berkeley (1994)
Keywords: increasing returns, infinite horizon economies, Leray-Schauder degree, Social and Behavioral Sciences

Intertemporal Monetary Models with Infinite Horizon,
Giuseppe Chirichiello, from Palgrave Macmillan (2000)
Keywords: Rational Expectation, Infinite Horizon, Monetary Economy, Steady State Equilibrium, Financial Wealth

Optimality and Decentralization in Infinite Horizon Economies,
Robert Becker and Mukul Majumdar, from Palgrave Macmillan (1989)
Keywords: Equivalence Principle, Transversality Condition, Infinite Horizon, Perfect Foresight, Overlap Generation Model

CHARACTERIZATION AND APPROXIMATION OF VALUE FUNCTIONS OF DIFFERENTIAL GAMES WITH MAXIMUM COST IN INFINITE HORIZON,
S. Di Marco and A. Rapaport, in International Game Theory Review (IGTR) (2005)
Keywords: Differential games, L∞criterion, infinite horizon, dynamical programming, 91A23, 49L20

Infinite Horizon Dynamic Games: A New Approach via Information Updating,
David Yeung and Ovanes Petrosian, in International Game Theory Review (IGTR) (2017)
Keywords: Dynamic games, infinite game horizon, information updating, uncertain payoff structures

On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients,
Dongmei Guo, Shaolin Ji and Huaizhong Zhao, in Statistics & Probability Letters (2006)
Keywords: Infinite horizon Forward-backward stochastic differential equations Absorption condition

Infinite Horizon Strategies for Replenishment Systems with a General Pool of Suppliers,
Awi Federgruen and Nan Yang, in Operations Research (2014)
Keywords: infinite horizon inventory control, supply diversification, random yield

Optimality in Infinite-Horizon Variational Problems under Sign Conditions,
J. Blot and P. Cartigny, in Journal of Optimization Theory and Applications (2000)
Keywords: Lagrangian systems, calculus of variations, optimal economic growth, infinite-horizon problems

Markov Perfect Equilibrium Existence for a Class of Undiscounted Infinite-Horizon Dynamic Games,
A. Garcia and R. L. Smith, in Journal of Optimization Theory and Applications (2000)
Keywords: dynamic games, infinite horizon, average reward, alternating moves

Optimal Control of Second Order Systems with Infinite Time Horizon: Existence of Solutions,
D. Idczak and S. Walczak, in Journal of Optimization Theory and Applications (2010)
Keywords: Second-order systems, Infinite horizon, Optimal control, Existence of solutions

The Pontryagin Maximum Principle for Nonlinear Optimal Control Problems with Infinite Horizon,
Nico Tauchnitz, in Journal of Optimization Theory and Applications (2015)
Keywords: Pontryagin maximum principle, Optimal control, Infinite horizon, Transversality conditions

Lightenings of Assumptions for Pontryagin Principles in Infinite Horizon and Discrete Time,
Joël Blot and Thoi-Nhan Ngo, in Journal of Optimization Theory and Applications (2017)
Keywords: Infinite-horizon optimal control, Discrete-time, Pontryagin principles

Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy,
Ngoc-Sang Pham, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013)
Keywords: Monetary economy; liquidity constraint; collateralized asset; infinite horizon; liquidity trap

Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games,
Alain Bensoussan, Shaokuan Chen and Suresh Sethi, from Springer (2014)
Keywords: Differential games, Feedback Stackelberg equilibrium, Riccati equation, Infinite horizon

Optimal Capital Income Taxes in the infinite horizon model with Progressive Income Taxes,
Been-Lon Chen and Chih-Feng Lai, from Institute of Economics, Academia Sinica, Taipei, Taiwan (2018)
Keywords: : infinite horizon model, optimal capital income taxation, progressive taxes

Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information,
Sonja Brangewitz and Gaël Giraud, from Center for Mathematical Economics, Bielefeld University (2016)
Keywords: Strategic Market Games, Infinite Horizon, Incomplete Markets, Collateral, Incomplete Information

Infinite horizon forward-backward stochastic differential equations,
Shige Peng and Yufeng Shi, in Stochastic Processes and their Applications (2000)
Keywords: Infinite horizon Forward-backward stochastic differential equations Homotopy Global exponential asymptotical stability Lyapunov function

Numerical Solution of Infinite-Horizon Optimal-Control Problems,
Peter Kunkel and Oskar von dem Hagen, in Computational Economics (2000)
Keywords: two-point boundary-value problem, infinite time horizon, dynamical optimization, numerical solution

Merton problem in an infinite horizon and a discrete time with frictions,
Senda Ounaies, Jean-Marc Bonnisseau, Souhail Chebbi and Mete Soner, from HAL (2016)
Keywords: Merton problem,discrete market,infinite horizon,market frictions,after liquidation value,dynamic programming,value function.

On the Infinite-Horizon Optimal Control of Age-Structured Systems,
B. Skritek and Vladimir Veliov, in Journal of Optimization Theory and Applications (2015)
Keywords: Age-structured systems, Infinite-horizon optimal control, Pontryagin’s maximum principle, Population dynamics, Vintage economic models

Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy,
Ngoc-Sang Pham, from HAL (2013)
Keywords: Monetary economy,liquidity constraint,collateralized asset,infinite horizon,liquidity trap,Economie monétaire,contraintes de liquidité,trappe à liquidité,horizon infini

How long does a generation last? Assessing the relationship between infinite and finite horizon dynamic models,
Marco Guerrazzi, from University Library of Munich, Germany (2021)
Keywords: Infinite horizon; Overlapping generations; Consumption smoothing; Discount rate

The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach,
Mehmet Akif Yazici and Nail Akar, in Annals of Operations Research (2017)
Keywords: Finite/infinite horizon ruin probabilities, Markov fluid queues, Erlangization

Non-existence of subgame-perfect $$\varepsilon $$ ε -equilibrium in perfect information games with infinite horizon,
János Flesch, Jeroen Kuipers, Ayala Mashiah-Yaakovi, Gijs Schoenmakers, Eran Shmaya, Eilon Solan and Koos Vrieze, in International Journal of Game Theory (2014)
Keywords: Subgame-perfect equilibrium, Perfect-information games, Infinite horizon, Non-existence,

On the uniform limit condition for discrete-time infinite horizon problems,
Jan Brinkhuis, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
Keywords: Dynamic optimization, Discrete time, Infinite horizon, Bellman equation, Total discounted return, Counterexample

Necessary Conditions for the Optimality and Sustainability of Solutions in Infinite-Horizon Optimal Control Problems,
Sergey M. Aseev, in Mathematics (2023)
Keywords: optimal control; infinite horizon; sustainability; asymptotic endpoint constraints; conditional cost function; Pontryagin maximum principle

Infinite horizon stopping problems with (nearly) total reward criteria,
Jan Palczewski and Łukasz Stettner, in Stochastic Processes and their Applications (2014)
Keywords: Optimal stopping; Infinite horizon; Total reward; General Markovian discounting; Non-uniformly ergodic Markov processes;

On the link between infinite horizon control and quasi-stationary distributions,
Nicolas Champagnat and Julien Claisse, in Stochastic Processes and their Applications (2019)
Keywords: Optimal stochastic control; Infinite horizon control; Branching process; Quasi-stationary distribution; Dynamic programming;

Optimal Auctioning and Ordering in an Infinite Horizon Inventory-Pricing System,
Garrett van Ryzin and Gustavo Vulcano, in Operations Research (2004)
Keywords: optimal auction, pricing, dynamic programming, infinite horizon, inventory control, basestock policy

Information Relaxation Bounds for Infinite Horizon Markov Decision Processes,
David B. Brown and Martin B. Haugh, in Operations Research (2017)
Keywords: infinite horizon dynamic programs; information relaxations; Lagrangian relaxations; inventory control; multiclass queues

Statistical inference of the value function for reinforcement learning in infinite-horizon settings,
Chengchun Shi, Shengxing Zhang, Wenbin Lu and Rui Song, from London School of Economics and Political Science, LSE Library (2022)
Keywords: bidirectional asymptotics; confidence interval; infinite horizons; reinforcement learning; value function; New Research Support Fund; DMS-1555244; DMS-2113637

Statistically efficient advantage learning for offline reinforcement learning in infinite horizons,
Chengchun Shi, Shikai Luo, Yuan Le, Hongtu Zhu and Rui Song, from London School of Economics and Political Science, LSE Library (2022)
Keywords: reinforcement learning; advantage learning; infinite horizons; rate of convergence; mobile health applications

Helly’s Principle and Its Application to an Infinite-Horizon Optimal Control Problem,
D. Bogusz, in Journal of Optimization Theory and Applications (2007)
Keywords: Infinite-horizon optimal control, Goursat–Darboux problem, Helly’s principle, Existence of optimal solutions

An Existence Theorem for a Class of Infinite Horizon Optimal Control Problems,
Valeriya Lykina, in Journal of Optimization Theory and Applications (2016)
Keywords: Infinite horizon, Optimal control, Existence theorem, Weighted Sobolev and Lebesgue spaces, Weak lower semicontinuity

Linear Quadratic Pareto Game of the Stochastic Systems in Infinite Horizon,
Yaning Lin, in Journal of Optimization Theory and Applications (2019)
Keywords: Pareto optimality, Stochastic differential game, Infinite horizon, Generalized algebraic Riccati equation

Representation of Weak Solutions of Convex Hamilton–Jacobi–Bellman Equations on Infinite Horizon,
Vincenzo Basco, in Journal of Optimization Theory and Applications (2020)
Keywords: Hamilton–Jacobi–Bellman equations, Weak solutions, Infinite horizon, State constraints, Representation of Hamiltonians

Approximating infinite horizon stochastic optimal control in discrete time with constraints,
Lisa Korf, in Annals of Operations Research (2006)
Keywords: Epi-convergence, Variational analysis, Infinite horizon, Optimal control, Dynamic programming, Stochastic programming,

Learning by Trading in Infinite Horizon Strategic Market Games with Default,
Sonja Brangewitz and Gaël Giraud, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013)
Keywords: Strategic market games; infinite horizon; incomplete markets; collateral; incomplete information; learning; adverse selection

Learning by Trading in Infinite Horizon Strategic Market Games with Default,
Sonja Brangewitz and Gaël Giraud, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012)
Keywords: Strategic market games; infinite horizon; incomplete markets; collateral; incomplete information; learning; adverse selection

Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games,
P.V. Reddy and Jacob Engwerda, from Tilburg University, Center for Economic Research (2011)
Keywords: Pareto Efficiency; Cooperative Differential Games; Infinite Horizon Optimal Control; LQ theory

Learning by Trading in Infinite Horizon Strategic Market Games with Default,
Sonja Brangewitz and Gaël Giraud, from HAL (2012)
Keywords: adverse selection,Strategic market games,infinite horizon,incomplete markets,collateral,incomplete information,learning,adverse selection.,Jeu stratégique de marchés,horizon infini,marchés incomplets,information incomplète,apprentissage,antisélection.

A numerical iterative method for solving two-point BVPs in infinite-horizon nonzero-sum differential games: Economic applications,
Z. Nikooeinejad, M. Heydari and G.B. Loghmani, in Mathematics and Computers in Simulation (MATCOM) (2022)
Keywords: Nonzero-sum differential game; Two-point boundary value problem; Infinite-horizon; Exponential Chelyshkov functions; Quasilinearization method;

Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem,
Seksan Kiatsupaibul, Robert L. Smith and Zelda B. Zabinsky, in Journal of Global Optimization (2016)
Keywords: Infinite horizon optimization, Dynamic programming, Nonlinear programming, Hölder and Lipschitz continuous functions

Necessary Optimality Conditions for Higher-Order Infinite Horizon Variational Problems on Time Scales,
Natália Martins and Delfim F. M. Torres, in Journal of Optimization Theory and Applications (2012)
Keywords: Time scales, Calculus of variations, Infinite horizon problems, Euler–Lagrange equations, Transversality conditions

On the Existence of a Classical Optimal Solution and of an Almost Strongly Optimal Solution for an Infinite-Horizon Control Problem,
Dominika Bogusz, in Journal of Optimization Theory and Applications (2013)
Keywords: Infinite-horizon optimal control, Existence of an optimal solution, Lower closure theorem, Olech’s theorem

A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?,
Fabio Milani, from University of California-Irvine, Department of Economics (2005)
Keywords: Infinite-horizon learning; DSGE model; Bayesian estimation; Non-rational expectations; Inflation persistence; Habit formation

Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients,
Boualem Djehiche, Said Hamadène, Ibtissem Hdhiri and Helmi Zaatra, in Mathematics of Operations Research (2022)
Keywords: Primary: 60G40, 60H10, 62L15, 93E20, optimal impulse control, execution delay, infinite horizon, Snell envelope, stochastic control, optimal stopping time, backward stochastic differential equations

A Generalization of Fatou's Lemma for Extended Real-Valued Functions on σ-Finite Measure Spaces: With an Application to Infinite-Horizon Optimization in Discrete Time,
Takashi Kamihigashi, from Research Institute for Economics & Business Administration, Kobe University (2017)
Keywords: Fatou's lemma, σ-finite measure space, Infinite-horizon optimization, Hyperbolic discounting, Existence of optimal paths

Infinite horizon $$H_2/H_\infty $$ optimal control for discrete-time Markov jump systems with ( $$x,u,v$$ )-dependent noise,
Ting Hou, Weihai Zhang and Hongji Ma, in Journal of Global Optimization (2013)
Keywords: Infinite horizon, $$H_2/H_\infty $$ control, Markov jump, Exact detectability, Coupled matrix Riccati equations,

Direct integral pseudospectral and integral spectral methods for solving a class of infinite horizon optimal output feedback control problems using rational and exponential Gegenbauer polynomials,
Kareem T. Elgindy and Hareth M. Refat, in Mathematics and Computers in Simulation (MATCOM) (2024)
Keywords: Exponential Gegenbauer; Feedback control; Infinite horizon; Integral pseudospectral method; Integral spectral method; Optimal control; Rational Gegenbauer;

Revealing the naked truth behind price determinacy, infinite-horizon rational expectations, and inflation targeting,
David Eagle, from University Library of Munich, Germany (2007)
Keywords: non-explosive criterion; price determinacy; inflation targeting; stability criterion; saddle-point criterion; infinite-horizon economies; pegging the interest rate

An application of infinite horizon stochastic dynamic programming in multi-stage project investment decision-making,
Md. Noor-E-Alam and John Doucette, in International Journal of Operational Research (2012)
Keywords: project investment decision making; ROI; return on investment; uncertainty; stochastic dynamic programming; IHSDP; infinite horizon SDP; risk mitigation; investment decisions.

Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability,
Ulises Botija-Munoz and Chenggui Yuan, in Applied Mathematics and Computation (2024)
Keywords: Stochastic differential delay equations; Euler-Maruyama adaptive method; Infinite horizon; Boundedness of the pth moments; Order of convergence; Almost sure exponential stability;

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