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optimal control
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48 votes
10 answers
4k views

Seminal papers that later were proven to contain errors

16 votes
1 answer
2k views

Solving the Hamilton-Jacobi-Bellman equation; necessary and sufficient for optimality?

  • 1,529
16 votes
5 answers
4k views

Topological concepts in economic theory

15 votes
1 answer
531 views

Stochastic growth in continuous time

  • 1,529
14 votes
4 answers
2k views

Why does China buy so much U.S. Treasury debt?

  • 395
14 votes
1 answer
421 views

Barro's (2009) rare disaster model in the AER: How to derive equation (10)?

  • 163
13 votes
2 answers
515 views

Uses of convex analysis in Economics

  • 380
11 votes
0 answers
147 views

Queuing Discipline and Lipschitz Continuity

  • 6,426
11 votes
2 answers
13k views

Transversality Condition in neoclassical growth model

  • 323
10 votes
3 answers
2k views

CES Production Function with $\rho>1$

10 votes
5 answers
14k views

Help understanding Lagrangian multipliers?

10 votes
1 answer
1k views

Dynamic Optimization: What if the second order condition does not hold?

  • 1,529
9 votes
3 answers
439 views

Which capital accumulation is right? $K_t = (1-\delta)K_{t-1} +I_t$ or $K_t = (1-\delta)K_{t-1}+I_{t-1}$?

8 votes
1 answer
3k views

Are homothetic preferences monotonic?

  • 389
8 votes
1 answer
2k views

Guess and Verify

  • 395
8 votes
1 answer
408 views

Optimal consumption in Merton-like portfolio choice model with constant wage

  • 9,165
7 votes
4 answers
872 views

Simulating a Hamilton-Jacobi-Bellman

  • 10.5k
7 votes
1 answer
366 views

Compute evolution of a distribution over time

  • 10.5k
7 votes
2 answers
162 views

Can't Derive Expectation in Second Price Auction

7 votes
1 answer
119 views

How to verify Value Function in nonzero sum two player Differential Game?

  • 1,529
7 votes
2 answers
1k views

Constant Elasticity of Substitution: Special Cases

  • 6,426
6 votes
1 answer
124 views

list of exotic production functions?

  • 803
5 votes
2 answers
124 views

Is inequality increasing? Does it correspond to increasing social harm?

  • 2,026
5 votes
2 answers
235 views

Is a strong foundation in advanced microeconomic theory essential to study environmental economics at the graduate level?

  • 492
5 votes
2 answers
138 views

Is ongoing economic growth possible without additional non-renewable inputs?

  • 1,111
4 votes
2 answers
960 views

Matlab code example for piecewise linear approximation and Euler Equation Iteration

  • 41
4 votes
1 answer
3k views

What is the difference between Solow growth, classical growth, and neoclassical growth?

4 votes
1 answer
216 views

Solving Leeper (1991) model

4 votes
2 answers
164 views

What is the economical advantage coming from the ability to speak English?

  • 165
4 votes
3 answers
1k views

What are good mathematics books to learn decision theory?

  • 1,822