A new look at optimal growth under uncertainty
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Publication:1390902
DOI10.1016/S0165-1889(97)00042-0zbMATH Open0897.90050MaRDI QIDQ1390902FDOQ1390902
Authors: Rabah Amir 
Publication date: 22 July 1998
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Recommendations
Economic growth models (91B62) Application models in control theory (93C95) Optimal stochastic control (93E20)
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Cited In (33)
- Irreversibility, uncertainty and growth
- Asymptotic Growth under Uncertainty: Existence and Uniqueness
- Uncertainty-driven growth
- Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset
- Stochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamics
- Efficiency in economic growth models under uncertainty
- Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
- A stochastic optimal growth model with a depreciation factor
- Endogenous information acquisition in Bayesian games with strategic complementarities
- An envelope theorem and some applications to discounted Markov decision processes
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- On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
- Growth under uncertainty with experimentation
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- Stochastic growth with a likelihood-increasing estimation process
- Stochastic optimal growth model with risk sensitive preferences
- Optimal growth in a stochastic environment: Some sensitivity and turnpike results
- The random two-sector RSS model: on discounted optimal growth without Ramsey-Euler conditions
- The stochastic optimal growth problem
- Stochastic optimal growth with unbounded shock
- Optimal growth in a two-sector economy facing an expected random shock
- Stochastic optimal growth with nonconvexities
- Stability of stochastic optimal growth models: a new approach
- A note on uncertainty and discounting in models of economic growth
- Recursive utility and optimal growth under uncertainty
- Stochastic modeling of economic growth
- On optimal growth under uncertainty: some examples
- Stochastic growth under Wiener and Poisson uncertainty
- The stochastic turnpike property without uniformity in convex aggregate growth models
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