Set-Valued Anal (2011) 19:135–156
DOI 10.1007/s11228-010-0168-2
The Concavity Assumption on Felicities
and Asymptotic Dynamics in the RSS Model
M. Ali Khan · Adriana Piazza
Received: 30 November 2009 / Accepted: 18 October 2010 /
Published online: 30 October 2010
© Springer Science+Business Media B.V. 2010
Abstract An analysis of the RSS model in mathematical economics involves the
study of an infinite-horizon variational problem in discrete time. Under the assump-
tion that the felicity function is upper semicontinuous and “supported” at the value
of the maximally-sustainable level of a production good, we report a generalization
of results on the equivalence, existence and asymptotic convergence of optimal
trajectories in this model. We consider two parametric specifications, and under the
second, identify a “symmetry” condition on the zeroes of a “discrepancy function”
underlying the objective function that proves to be necessary and sufficient for the
asymptotic convergence of good programs. With a concave objective function, as is
standard in the antecedent literature, we show that the symmetry condition reduces
to an equivalent “non-interiority” condition.
Keywords Good program · Maximal program · Optimal program · Value-loss ·
Non-differentiability · Discrepancy function · Non-interiority ·
Existence of optimal programs · Asymptotic convergence
JEL Classification C62 · D90
Mathematics Subject Classifications (2010) 52A41 · 91B55 · 49J45 · 37B25 · 39A06
M. A. Khan (B )
Department of Economics, The Johns Hopkins University, Baltimore,
MD 21218, USA
e-mail: akhan@jhu.edu
A. Piazza
Departamento de Matemática, Universidad Técnica Federico Santa María,
Avda. España 1680, Casilla 110-V, Valparaíso, Chile
e-mail: adriana.piazza@usm.cl