scientific article; zbMATH DE number 3750659
zbMATH Open0477.90033MaRDI QIDQ3934129FDOQ3934129
Authors: Vadim I. Arkin, Igor V. Evstigneev 
Publication date: 1979
Title of this publication is not available (Why is that?)
stochastic maximum principleoptimal economic growthmultisector economyweak and strong turnpike theorem
Dynamic programming (90C39) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Markov and semi-Markov decision processes (90C40) Economic growth models (91B62) Multisectoral models in economics (91B66)
Cited In (34)
- Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process
- Maximum principle for stochastic control in continuous time with hard end constraints
- Stochastic turnpike property and stationary equilibrium
- Optimal control of stochastic sequences with constraints
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- Extremum conditions for a multistep stochastic programming problem with smooth constraints
- Optimal Programs and Their Price Characterization in a Multisector Growth Model with Uncertainty
- Stochastic equilibria on graphs, I
- Maximum principles for discrete-time nonlinear stochastic control systems
- On the Mitra-Wan forestry model: a unified analysis
- Stochastic equilibria on graphs. II
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- A functional central limit theorem for equilibrium paths of economic dynamics
- Dynamic interaction models of economic equilibrium
- Weakly maximal stationary programs for a discrete-time stochastic growth model
- Stochastic programming approaches to stochastic scheduling
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
- Stochastic equilibria in von Neumann--Gale dynamical systems
- Pure and randomized equilibria in the stochastic von Neumann-Gale model
- The concavity assumption on felicities and asymptotic dynamics in the RSS model
- Turnpike results for a class of discrete-time optimal control problems arising in economic dynamics
- A never-decisive and anonymous criterion for optimal growth models
- Comparative statics in dynamic stochastic models. Differential analysis of a stochastic modified golden rule state in a Banach space
- Stochastic growth with short-run prediction of shocks
- Stability of a turnpike phenomenon for a discrete-time optimal control system
- Optimal match-up strategies in stochastic scheduling
- Changing economic mechanisms: A model of the transition from budget regulation to the competitive market
- Some research directions in mathematical economics
- Evolutionary finance and dynamic games
- Saddle-point dynamics in non-autonomous models of multisector growth with variable returns to scale
- About optimal harvesting policies for a multiple species forest without discounting
- Arbitrage in stationary markets
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