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Benveniste, L. M., and J. A. Scheinkman. “Duality Theory for Dynamic Optimization Models of Economics: The Continuous Time Case.” Journal of Economic Theory 27, no. 1 (1982): 1-19.

Kamihigashi, Takashi. “Necessity of Transversality Conditions for Infinite Horizon Problems.” Econometrica 69, no. 4 (July 2001): 995-1012.

Kamihigashi, Takashi. “A Simple Proof of the Necessity of the Transversality Condition.” Economic Theory 20, no. 2 (September 2002): 427-433.

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Michel, Philippe. “Some Clarifications on the Transversality Condition.” Econometrica 58, no. 3 (May 1990): 705-723.

Leung, Siu Fai. “Transversality Condition and Optimality in a Class of Infinite Horizon Continuous Time Economic Models.” Journal of Economic Theory 54, no. 1 (June 1991): 224-233.

Differentiability of the Value Function

Milgrom, Paul, and Ilya Segal. “Envelope Theorems for Arbitrary Choice Sets”, Econometrica 70, no. 2 (March 2002): 583-601.

Differentiability of the Policy Function

Araujo, A. “The Once but Not Twice Differentiability of the Policy Function.” Econometrica 59, no. 5 (September 1991): 1383-1393.

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Santos, Manuel S. “Smoothness of the Policy Function in Discrete Time Economic Models.” Econometrica 59, no. 5 (September 1991): 1365-1382.

Homogenous Dynamic Programming

Alvarez, Fernando, and Nancy L. Stokey. “Dynamic Programming with Homogenous Functions.” Journal of Economic Theory 82, no. 1 (September 1998): 167-189.

Complicated Dynamics from Dynamic Optimization Problems

Boldrin, Michele, and Luigi Montrucchio. “On the Indeterminacy of Capital Accumulation Paths.” Journal of Economic Theory 40, no. 1 (1986): 26-29.

Mitra, Tapan. “On the Relationship between Discounting and Complicated Behavior in Dynamic Optimization Models.” Journal of Economic Behavior and Organizations 33, nos. 3-4 (January 1998): 421-434.

Repeated Games and Dynamic Contracts

Abreu, Dilip, David Pearce, and Ennio Stachetti. “Towards a Theory of Infinitely Repeated Games with Discounting.” Econometrica 58, no. 5 (1990): 1041-1063.

Ljungqvist, Lars, and Thomas Sargent. Recursive Macroeconomic Theory. Cambridge, Mass.: MIT Press, 2000, chap. 16.

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Athey, Susan, Kyle Bagwell, and Chris Sanchirico. “Collusion and Price Rigidity.” Manuscript (2002).

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Continuous-Time Dynamic Programming

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