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Please use this identifier to cite or link to this item:
http://hdl.handle.net/2108/31
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| Title: | On the dynamic programming approach to incentive constraint problems |
| Authors: | Gozzi, Fausto
Monte, Roberto
Tessitore, M. Elisabetta |
| Keywords: | incentive compatibility
constraints
value function
dynamic programming principle |
| Issue Date: | 5-Aug-2005 |
| Abstract: | In this paper we study a class of infinite horizon optimal control problems with incentive constraints in the discrete time case. More specifically, we establish
sufficient conditions under which the value function associated to such problems satisfies the Dynamic Programming Principle |
| URI: | http://hdl.handle.net/2108/31 |
| Appears in Collections: | Studi e ricerche in economia
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