The nature of the steady state in models of optimal growth under uncertainty
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Publication:1422236
DOI10.1007/s00199-002-0340-5zbMath1175.91107MaRDI QIDQ1422236
Tapan Mitra, Luigi Montrucchio, Fabio Privileggi
Publication date: 5 February 2004
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://cae.economics.cornell.edu/nsmgim2.pdf
Iterated Function System; Singular and absolutely continuous invariant distribution; Stochastic optimal growth
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