Dynamical Systems Arising from Infinite Time Horizon Optimization Models

作者: Kazuo Nishimura , Alain Venditti

DOI:

关键词:

摘要: … to a dynamic linear programming problem in which chaotic … we introduce the dynamic linear programming problem that is … In order to demonstrate the existence of chaotic solutions to …

参考文章(20)
Kazuo Nishimura, Makoto Yano, Non-Linearity and Business Cycles in a Two-Sector Equilibrium Model: An Example with Cobb-Douglas Production Functions Lecture Notes in Economics and Mathematical Systems. pp. 231- 245 ,(1995) , 10.1007/978-3-642-48719-4_18
Kazuo Nishimura, Makoto Yano, On the existence of chaotic solutions in dynamic linear programming Mathematics and Computers in Simulation. ,vol. 48, pp. 487- 496 ,(1999) , 10.1016/S0378-4754(99)00028-2
A. Lasota, James A. Yorke, On the Existence of Invariant Measures for Piecewise Monotonic Transformations The Theory of Chaotic Attractors. ,vol. 186, pp. 47- 54 ,(1974) , 10.1007/978-0-387-21830-4_4
Tapan Mitra, Gerhard Sorger, On the Existence of Chaotic Policy Functions in Dynamic Optimization The Japanese Economic Review. ,vol. 50, pp. 470- 484 ,(1999) , 10.1111/1468-5876.00133
Makoto Yano, Kazuo Nishimura, On the Least Upper Bound of Discount Factors that are Compatible with Optimal Period-Three Cycles Journal of Economic Theory. ,vol. 69, pp. 165- 191 ,(1996) , 10.1007/978-3-642-22397-6_8
Tapan Mitra, Gerhard Sorger, Rationalizing Policy Functions by Dynamic Optimization Econometrica. ,vol. 67, pp. 375- 392 ,(1999) , 10.1111/1468-0262.00023
Kazuo Nishimura, Gerhard Sorger, Makoto Yano, Ergodic chaos in optimal growth models with low discount rates Economic Theory. ,vol. 4, pp. 296- 314 ,(1994) , 10.1007/978-3-662-04060-7_9