Optimal control of inequality under uncertainty

DOI10.1016/j.mathsocsci.2013.11.003zbMath1296.91220OpenAlexW2056244887MaRDI QIDQ2452814

Martin Forster, Peter J. Lambert, Davide La Torre

Publication date: 5 June 2014

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://www.york.ac.uk/media/economics/documents/discussionpapers/2012/1207.pdf

zbMATH Keywords

uncertaintyoptimal controlinequalityfinite time horizon model

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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Cites Work

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• Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide
• Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
• Intersecting generalized Lorenz curves and the Gini index
• Transfer Sensitive Inequality Measures
• The Class of Additively Decomposable Inequality Measures

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