Turnpike Theorems in Nonconvex Nonstationary Environments
在时变非凸技术的随机加总模型中系统发展大道理论，利用最优程序的单调性和随机欧拉方程生成的超鞅过程，将经典大道定理推广到一般非凸非平稳环境。
This paper provides a comprehensive development of turnpike theory in a stochastic aggregative model with time-varying nonconvex technology. A new approach to turnpike theorems is developed that exploits the monotonicity of optimal programs and utilizes a supermartingale process generated by stochastic Euler equations. This extends the classical turnpike theory to general nonconvex, nonstationary environments. Copyright 1997 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.