scientific article; zbMATH DE number 3750659
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Publication:3934129
multisector economyoptimal economic growthstochastic maximum principleweak and strong turnpike theorem
Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Economic growth models (91B62) Multisectoral models in economics (91B66)
Cited in
(34)- Arbitrage in stationary markets
- Turnpike results for a class of discrete-time optimal control problems arising in economic dynamics
- Stochastic turnpike property and stationary equilibrium
- Weakly maximal stationary programs for a discrete-time stochastic growth model
- Stochastic equilibria on graphs, I
- Optimal match-up strategies in stochastic scheduling
- Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process
- Saddle-point dynamics in non-autonomous models of multisector growth with variable returns to scale
- Stochastic growth with short-run prediction of shocks
- Stochastic equilibria on graphs. II
- Changing economic mechanisms: A model of the transition from budget regulation to the competitive market
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- Pure and randomized equilibria in the stochastic von Neumann-Gale model
- A never-decisive and anonymous criterion for optimal growth models
- Stochastic programming approaches to stochastic scheduling
- Stochastic equilibria in von Neumann--Gale dynamical systems
- Extremum conditions for a multistep stochastic programming problem with smooth constraints
- Maximum principles for discrete-time nonlinear stochastic control systems
- An infinite-horizon stochastic discrete-time Pontryagin principle
- Optimal Programs and Their Price Characterization in a Multisector Growth Model with Uncertainty
- Optimal control of stochastic sequences with constraints
- On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- About optimal harvesting policies for a multiple species forest without discounting
- The concavity assumption on felicities and asymptotic dynamics in the RSS model
- On the Mitra-Wan forestry model: a unified analysis
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
- Some research directions in mathematical economics
- Comparative statics in dynamic stochastic models. Differential analysis of a stochastic modified golden rule state in a Banach space
- Maximum principle for stochastic control in continuous time with hard end constraints
- On a class of infinite horizon optimal control problems
- Stability of a turnpike phenomenon for a discrete-time optimal control system
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