Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion (Q257776)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion |
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Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion (English)
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17 March 2016
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stochastic Ramsey problem
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optimal consumption
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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Cobb-Douglas production function
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