On optimal growth under uncertainty
From MaRDI portal
Publication:1240141
DOI10.1016/0022-0531(75)90022-8zbMATH Open0362.90024OpenAlexW2086875216MaRDI QIDQ1240141FDOQ1240141
Authors: Leonard J. Mirman, Itzhak Zilcha 
Publication date: 1975
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(75)90022-8
Cites Work
Cited In (71)
- Comparative dynamics in stochastic models with respect to the \(L^{\infty }\)-\(L^{\infty }\) duality: a differential approach
- The equity premium in consumption and production models
- Reverse calculus and nested optimization
- A version of the Euler equation in discounted Markov decision processes
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
- Fractal attractors and singular invariant measures in two-sector growth models with random factor shares
- Optimality of Ramsey-Euler policy in the stochastic growth model
- Stochastic dynamic models with stock-dependent rewards
- Stochastic growth with correlated production shocks
- Martingale conditions for optimal saving-discrete time
- Grouping for optimal growth
- Stochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamics
- On learning and growth
- Observational equivalence of the overlapping generations and the discounted dynamic programming frameworks for one-sector growth
- A consumption-investment problem modelled as a discounted Markov decision process
- Sustained positive consumption in a model of stochastic growth: the role of risk aversion
- Stochastic growth with irreversible investment
- Mean growth and stochastic stability in endogenous growth models
- A qualitative approach to Markovian equilibrium on optimal growth under uncertainty
- Note on positive lower bound of capital in the stochastic growth model
- Optimal growth and uncertainty: Learning
- Stationary cardinal utility and optimal growth under uncertainty
- Stochastic growth, conservation of capital and convergence to a positive steady state
- Strategic interactions in a one-sector growth model
- Capital accumulation and the optimization of renewable resource models
- Turnpike theorems for Markov games
- Stochastic optimal growth with a non-compact state space
- Characterizing optimal policies in a one-sector model of economic growth under uncertainty
- On optimal growth under uncertainty
- Sensitivity analysis of multisector optimal economic dynamics
- Smooth dynamics and computation in models of economic growth
- Stationary Ramsey equilibria under uncertainty
- Stochastic growth when utility depend on both consumption and the stock level
- Capital deepening and impatience equivalence in stochastic aggregative growth models
- Dynamic optimization in non-convex models with irreversible investment: Monotonicity and turnpike results
- The distribution of wealth with imperfect altruism
- A new look at optimal growth under uncertainty
- Endogenous time preference and optimal growth
- Differentiability of the value function without interiority assumptions
- Stochastic growth with social-status concern: the existence of a unique stable distribution
- Optimal growth in a stochastic environment: Some sensitivity and turnpike results
- Characterization by prices of optimal programs under uncertainty
- Smooth dynamics and computation in models of economic growth
- A nonsmooth approach to envelope theorems
- Controlling a biological invasion: a non-classical dynamic economic model
- Optimal intertemporal allocation mechanisms and decentralization of decisions
- Existence and uniqueness of equilibrium in distorted dynamic economies with capital and labor
- Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
- Recursive utility and the Ramsey problem
- A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
- Irreversibility and the behavior of aggregate stochastic growth models
- Competitive equilibrium and public investment plans
- Optimal growth with experimentation
- Stochastic growth with short-run prediction of shocks
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
- Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty
- Stochastic optimal growth with unbounded shock
- Equilibrium storage with multiple commodities
- Stochastic optimal growth with nonconvexities
- Bliss and the permanent income hypothesis
- Stability of stochastic optimal growth models: a new approach
- Propensity to consume and the optimality of Ramsey-Euler policies
- Stochastic optimal growth with risky labor supply
- Recursive competitive equilibrium: a parametric example
- On the term structure of interest rates
- The stochastic turnpike property without uniformity in convex aggregate growth models
- Cantor type attractors in stochastic growth models
- Stochastic optimal policies when the discount rate vanishes
- On Lipschitz continuity of the iterated function system in a stochastic optimal growth model
- On the possibility of extinction in a class of Markov processes in economics
- Martingale analysis of dynamic tax incidence in a nonstationary growth model
This page was built for publication: On optimal growth under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1240141)
