A nonlinear stochastic growth model on discrete time domains

DOI10.1080/10236198.2016.1237509zbMath1356.93093OpenAlexW2526191180MaRDI QIDQ2964244

Gang Cheng, F. Merdivenci Atici, Alex Lebedinsky

Publication date: 23 February 2017

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2016.1237509

zbMATH Keywords

optimizationrational expectationsstochastic dynamic programming

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Dynamic programming (90C39) Discrete event control/observation systems (93C65) Optimal stochastic control (93E20) Additive difference equations (39A10) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

On the study of a rational expectation model with lagged endogenous variables ⋮ The investigation of a wealth distribution model on isolated discrete time domains

Uses Software

• Uhlig Toolkit

Cites Work

• Unnamed Item
• Sequential decision problems on isolated time domains
• Solving the stochastic growth model with a finite element method
• Cagan type rational expectation model on complex discrete time domains
• The Solution of Linear Difference Models under Rational Expectations
• Time to Build and Aggregate Fluctuations
• Some nonlinear stochastic growth models
• SOLOW MODELS ON TIME SCALES
• Stochastic Growth Models

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