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

DOI10.2307/2296614zbMATH Open0348.90026OpenAlexW2041033760WikidataQ59409108 ScholiaQ59409108MaRDI QIDQ4118917FDOQ4118917

Stephen J. Turnovsky

Publication date: 1976

Published in: 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)

Cited In (2)

• On asymptotic behavior of solutions of linear multidimensional stochastic differential equations with multiplicative noise
• On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs

This page was built for publication: Optimal Stabilization Policies for Stochastic Linear Systems: The Case of Correlated Multiplicative and Additive Disturbances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4118917)