The envelope theorem, Euler and Bellman equations, without differentiability.
Ramon MarimonJan WernerPublished in: J. Econ. Theory (2021)
Keyphrases
- differential equations
- sufficient conditions
- stochastic differential equations
- linear systems
- mathematical model
- linear program
- numerical methods
- numerical solution
- finite difference
- piecewise linear
- linear equations
- von neumann
- dynamic programming
- search algorithm
- databases
- multiscale
- image processing
- finite dimensional
- ordinary differential equations
- hamilton jacobi
- digital topology
- information systems