Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion (Q257776)
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scientific article; zbMATH DE number 6557469
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| English | Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion |
scientific article; zbMATH DE number 6557469 |
Statements
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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0.912831723690033
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0.90785413980484
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0.8935524821281433
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0.8714340925216675
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0.8702028393745422
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