Optimal Stabilization Policies for Stochastic Linear Systems: The Case of Correlated Multiplicative and Additive Disturbances

DOI10.2307/2296614zbMath0348.90026OpenAlexW2041033760WikidataQ59409108 ScholiaQ59409108MaRDI QIDQ4118917

Stephen J. Turnovsky

Publication date: 1976

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2296614

Mathematics Subject Classification ID

Trade models (91B60)

Related Items (1)

On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs

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