scientific article; zbMATH DE number 4010371

MaRDI QIDQ3760417zbMATH OpenFDO

Authors G. Gómez

Publication date 1987

zbMATH Keywords

dualityHamiltoniansmaximum principlemeasures of capital productivitysocial rates of discount

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Duality theory (optimization) (49N15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Economic growth models (91B62) Optimal stochastic control (93E20)

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Cited in

(1)

• The marginal value of management using stochastic control

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