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A Generalization of Fatou's Lemma for Extended Real-Valued Functions on σ-Finite Measure Spaces: With an Application to Infinite-Horizon Optimization in Discrete Time

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  • Takashi Kamihigashi

    (Research Institute for Economics & Business Administration (RIEB), Kobe University, Japan)

Abstract

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  • Takashi Kamihigashi, 2016. "A Generalization of Fatou's Lemma for Extended Real-Valued Functions on σ-Finite Measure Spaces: With an Application to Infinite-Horizon Optimization in Discrete Time," Discussion Paper Series DP2016-37, Research Institute for Economics & Business Administration, Kobe University, revised Jan 2017.
    • Handle: RePEc:kob:dpaper:dp2016-37
    as

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    File URL: https://www.rieb.kobe-u.ac.jp/academic/ra/dp/English/DP2016-37.pdf
    File Function: Revised version, 2017
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    References listed on IDEAS

    as
    1. Le Van, Cuong & Morhaim, Lisa, 2002. "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, vol. 105(1), pages 158-187, July.
    2. Kamihigashi, Takashi, 2003. "Necessity of transversality conditions for stochastic problems," Journal of Economic Theory, Elsevier, vol. 109(1), pages 140-149, March.
    3. Takashi Kamihigashi, 2003. "Necessity of the Transversality Condition for Stochastic Models with CRRA Utility," Discussion Paper Series 137, Research Institute for Economics & Business Administration, Kobe University.
    4. Ivar Ekeland & José Alexandre Scheinkman, 1986. "Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems," Mathematics of Operations Research, INFORMS, vol. 11(2), pages 216-229, May.
    5. Kamihigashi, Takashi, 2005. "Necessity of the transversality condition for stochastic models with bounded or CRRA utility," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1313-1329, August.
    6. Takashi Kamihigashi, 2014. "Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 251-273, June.
    7. Kamihigashi, Takashi, 2001. "Necessity of Transversality Conditions for Infinite Horizon Problems," Econometrica, Econometric Society, vol. 69(4), pages 995-1012, July.
    8. Charalambos D. Aliprantis & Kim C. Border, 2006. "Infinite Dimensional Analysis," Springer Books, Springer, edition 0, number 978-3-540-29587-7, December.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Vesna Gotovac Dogaš & Kateřina Helisová, 2021. "Testing Equality of Distributions of Random Convex Compact Sets via Theory of 𝕹 $\mathfrak {N}$ -Distances," Methodology and Computing in Applied Probability, Springer, vol. 23(2), pages 503-526, June.

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