A nonlinear stochastic growth model on discrete time domains

DOI10.1080/10236198.2016.1237509zbMath1356.93093OpenAlexW2526191180MaRDI QIDQ2964244

Gang Cheng, F. Merdivenci Atici, Alex Lebedinsky

Publication date: 23 February 2017

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2016.1237509

zbMATH Keywords

optimizationrational expectationsstochastic dynamic programming

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Dynamic programming (90C39) Discrete event control/observation systems (93C65) Optimal stochastic control (93E20) Additive difference equations (39A10) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

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Uses Software

• Uhlig Toolkit

Cites Work

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• Stochastic Growth Models