Theory of Stochastic Optimal Economic Growth

DOI10.1007/3-540-32310-4_11zbMath1284.91379OpenAlexW2120236451MaRDI QIDQ3426478

Lars J. Olson, Santanu Roy

Publication date: 9 March 2007

Published in: Handbook on Optimal Growth 1 (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/28601

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic growth models (91B62)

Related Items (6)

Equilibrium and optimality: some imprints of David Gale ⋮ Stochastic growth, conservation of capital and convergence to a positive steady state ⋮ Public debt dynamics under ambiguity by means of iterated function systems on density functions ⋮ Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks ⋮ Stochastic growth with short-run prediction of shocks ⋮ A mean field capital accumulation game with HARA utility

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