Dynamic optimization under uncertainty: non-convex feasible set

Dynamic optimization under uncertainty: non-convex feasible set
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不确定性下的动态优化:非凸可行集

DOI:
10.1007/978-1-349-08633-7_19
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发表时间:
1989
期刊:
--
影响因子:
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通讯作者:
Yaw Nyarko
Yaw Nyarko
中科院分区:
--
文献类型:
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作者:
M. Majumdar;Tapan Mitra;Yaw Nyarko

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《经济学杂志》(1930年5月)的一篇社论报道了弗兰克·拉姆齐的去世,他1928年的论文被描述为“有史以来对数理经济学最杰出的贡献之一”。在同一期杂志中,编辑组织了一次关于报酬递增和代表公司的研讨会。这次研讨会似乎是《华尔街日报》在1926- 1928年发表的一些论文的自然后续,其中包括阿林·扬(Allyn Young,1928)的著名文章,这篇文章至今仍然可以找到,并被人们适当地记住。收益递增条件下的企业均衡问题,或者更一般地说,设计价格引导的资源配置过程以科普收益递增的问题,一直是人们持续关注的话题。拉姆齐的贡献在50年代随着跨期经济学兴趣的复苏而被奉为不朽的作品。但无论是《经济日报》的编辑约翰·凯恩斯(John Keynes),他最欣赏拉姆齐的才华,还是后来在英国剑桥研究“增长理论”的作家(就此而言,也包括马萨诸塞州的剑桥的作家),都没有对将收益递增纳入拉姆齐式的研究提出任何精确的建议。
An editorial note in theEconomic Journal(May 1930) reported the death of Frank Ramsey, and his 1928 paper was described as ‘one of the most remarkable contributions to mathematical economics ever made’. In the same issue the editor organized a symposium on increasing returns and the representative firm. This symposium seems to be a natural follow-up of a number of papers published by the Journal during 1926–8, including the well-known article of Allyn Young (1928) that is still available, and duly remembered. The problems of equilibrium of a firm under increasing returns, or more generally, of designing price-guided resource allocation processes to cope with increasing returns, has since been a topic of continuing interest. Ramsey’s contribution was enshrined as a durable piece with a resurgence of interest in intertemporal economics in the fifties. But neither John Keynes, the editor of theEconomic Journalwho was most appreciative of Ramsey’s talents, neither the subsequent writers on ‘growth theory’ in Cambridge, England (nor, for that matter, those in Cambridge, Massachusetts), have made any precise suggestion towards incorporating increasing returns in a Ramsey-type exercise.