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The envelope theorem in dynamic optimization [PDF]

, 1987
This paper is concerned with the effects of a change in an exogenous parameter on a control problem's optimal performance function. A dynamic envelope theorem is obtained which generalizes and relates results from earlier studies. The theorem derived is applied to a problem of dynamic lifetime consumption theory, giving rise to an intertemporal ...
Barney, L. Dwayne, LaFrance, Jeffrey T., Barney, L. Dwayne, LaFrance, Jeffrey T.   +3 more
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The Envelope Theorem and Comparative Statics of Nash Equilibria

Games and Economic Behavior, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Michael R Caputo
exaly   +3 more sources

Self-Similar Coarsening and the Envelope Theorem

2016
The scaling properties of self-similar coarsening by grain growth or Ostwald ripening are studied by means of the envelope theorem, which connects features of the projections of an evolving size distribution function in size space and time space.
Dana Zollner, Peter Streitenberger
exaly   +2 more sources

The Generalized Envelope Theorem and Price Uncertainty

International Economic Review, 1980
Rulon D Pope
exaly   +3 more sources

Envelope Theorems for Multistage Linear Stochastic Optimization

Operations Research, 2021
Sensitivities for Stochastic Optimization
Gonçalo Terça, David Wozabal
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A Nonsmooth Approach to Envelope Theorems [PDF]

SSRN Electronic Journal, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Olivier Morand, Kevin Reffett, Suchismita Tarafdar   +2 more
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The Legal Envelope Theorem

SSRN Electronic Journal, 2020
Non-tax legal rules regulating the workplace, the financial sector, real property, and many other areas affect the ability of governments to collect revenues and provide public goods. Yet tax-collection considerations rarely enter into economic analyses of non-tax legal rules.
Weisbach, David A., Hemel, Daniel J.
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Envelope Theorems in Dynamic Programming

Annals of Operations Research, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fuan Zhao, Adi Ben-Israel
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Generalized Envelope Theorems: Applications to Dynamic Programming

Journal of Optimization Theory and Applications, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Olivier F. Morand, Kevin L. Reffett, Suchismita Tarafdar   +2 more
openaire   +3 more sources

The Viner. Wong Envelope Theorem

The Journal of Economic Education, 1999
(1999). The Viner–Wong Envelope Theorem. The Journal of Economic Education: Vol. 30, No. 1, pp. 75-79.
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