A characterization for solutions of stochastic discrete time optimization models

DOI10.1007/BF02096426zbMATH Open0911.90067MaRDI QIDQ4216623FDOQ4216623

Authors: Fabio Privileggi 

Publication date: 11 January 1999

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

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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)

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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