Stochastic optimal policies when the discount rate vanishes
From MaRDI portal
Publication:1017044
DOI10.1016/j.jedc.2006.05.011zbMath1201.91128MaRDI QIDQ1017044
John Stachurski, Kazuo Nishimura
Publication date: 18 May 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2433/129531
49L20: Dynamic programming in optimal control and differential games
91B62: Economic growth models
93E20: Optimal stochastic control
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