A nonlinear stochastic growth model on discrete time domains

DOI10.1080/10236198.2016.1237509MaRDI QIDQ2964244zbMATH OpenOpenAlexFDO

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

Recommendations

• Cagan type rational expectation model on complex discrete time domains
• scientific article; zbMATH DE number 1138003
• Solving linear rational expectations models
• A qualitative approach to Markovian equilibrium on optimal growth under uncertainty
• On the Euler equation approach to discrete-time nonstationary optimal control problems

Cites work

• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• Cagan type rational expectation model on complex discrete time domains
• SOLOW MODELS ON TIME SCALES
• Sequential decision problems on isolated time domains
• Solving the stochastic growth model with a finite element method
• Some nonlinear stochastic growth models
• Stochastic Growth Models
• The Solution of Linear Difference Models under Rational Expectations
• Time to Build and Aggregate Fluctuations

Cited in

(9)

• Local and global dynamics in a discrete time growth model with nonconcave production function
• The investigation of a wealth distribution model on isolated discrete time domains
• Stochastic continuous time growth models that allow for closed form solutions
• On the study of a rational expectation model with lagged endogenous variables
• Dynamic Limit Growth Indices in Discrete Time
• A nonparametric approach to solving a simple one-sector stochastic growth model
• Cagan type rational expectation model on complex discrete time domains
• Computing continuous-time growth models with boundary conditions via wavelets
• A one-dimensional Poisson growth model with non-overlapping intervals.

Describes a project that uses

Uses Software

• Uhlig Toolkit

This page was built for publication: A nonlinear stochastic growth model on discrete time domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2964244)