Necessity of transversality conditions for stochastic problems. (Q1810700)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessity of transversality conditions for stochastic problems. |
scientific article |
Statements
Necessity of transversality conditions for stochastic problems. (English)
0 references
9 June 2003
0 references
Transversality condition
0 references
Stochastic optimization
0 references
Stochastic reduced-form
0 references
model
0 references
Homogeneous returns
0 references
Stochastic growth model
0 references
0 references
0 references
