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Please use this identifier to cite or link to this item: http://hdl.handle.net/2108/31

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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