Generalized Envelope Theorems: Applications to Dynamic Programming

Mathematics

• Non-convexity 78%
• Envelope 60%
• Dynamic Programming 59%
• Value Function 56%
• Discrete Choice 46%
• Directional Differentiability 46%
• Dini Derivative 43%
• Decision Model 41%
• Lipschitz Property 41%
• Economic Model 38%
• Directional derivative 35%
• Concavity 33%
• Lipschitz Function 32%
• Continuously differentiable 31%
• Sufficient Conditions 28%
• Differentiability 28%
• Programming 27%
• Lipschitz 24%
• Theorem 23%
• Monotone 23%
• Regularity 20%
• Class 17%
• Framework 16%
• Characterization 15%
• Generalization 14%

Business & Economics

• Envelope Theorem 100%
• Differentiability 87%
• Non-convexity 80%
• Value Function 61%
• Dynamic Programming 57%
• Markov Equilibrium 46%
• Concavity 37%
• Discrete Choice 35%
• Regularity 29%
• Encompassing 29%
• Decision Model 28%
• Programming 28%
• Derivatives 27%
• Characterization 23%

Engineering & Materials Science

• Dynamic programming 57%
• Derivatives 16%
• Economics 12%