Fractal steady states in stochastic optimal control models
From MaRDI portal
Publication:1808206
DOI10.1023/A:1018978213041zbMath0939.93042OpenAlexW2118870524MaRDI QIDQ1808206
Fabio Privileggi, Luigi Montrucchio
Publication date: 2 December 1999
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1018978213041
fractal setseconomic growth modelsinvariant probability measures of optimal processesMarkov dynamical system
Stochastic models in economics (91B70) Economic growth models (91B62) Optimal stochastic control (93E20) Inverse problems in optimal control (49N45)
Related Items (17)
Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty ⋮ Sensitivity of iterated function systems under the product operation ⋮ The induced contractive maps on the covering spaces ⋮ Fractal attractors in economic growth models with random pollution externalities ⋮ Multifractal theory with its applications in data management ⋮ A remark on sensitivity and Li-Yorke sensitivity of iterated function systems ⋮ Fractal attractors and singular invariant measures in two-sector growth models with random factor shares ⋮ Three dimensional fractal attractors in a green transition economic growth model ⋮ A stochastic economic growth model with health capital and state-dependent probabilities ⋮ Transitivity and sensitivity of iterated function systems via Furstenberg families ⋮ Applications of fixed point theorems in the theory of generalized IFS ⋮ Cantor type attractors in stochastic growth models ⋮ Public debt dynamics under ambiguity by means of iterated function systems on density functions ⋮ Self-similar measures in multi-sector endogenous growth models ⋮ Generalized IFSs on noncompact spaces ⋮ Approximation of infinite dimensional fractals generated by integral equations ⋮ RANDOM DYNAMICAL SYSTEMS IN ECONOMICS
This page was built for publication: Fractal steady states in stochastic optimal control models
