A characterization for solutions of stochastic discrete time optimization models

DOI10.1007/BF02096426MaRDI QIDQ4216623zbMATH OpenFDO

Authors Fabio Privileggi

Publication date 11 January 1999

Published in Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

zbMATH Keywords

intertemporal optimizationnecessary condition for optimalityEuler-Lagrange conditionsfinitely optimal plan

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Economic growth models (91B62)

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Cited in

(3)

• Deterministic and stochastic optimization problems of bolza type in discrete time
• Fractal attractors and singular invariant measures in two-sector growth models with random factor shares
• Optimization models for the first arrival target distribution function in discrete time

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