On optimal growth under uncertainty: some examples

DOI10.1007/978-3-319-32543-9_8zbMATH Open1407.91171OpenAlexW2478520003MaRDI QIDQ4606772FDOQ4606772

Authors: Adriana Gama-Velázquez 

Publication date: 9 March 2018

Published in: Trends in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-32543-9_8

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zbMATH Keywords

uncertaintyvalue functionoptimal growthtransition probabilityBellman equationsecond-order stochastic dominancestochastic technologyoptimal consumption policy

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• A new look at optimal growth under uncertainty
• One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
• On the Existence of Steady State Measures for One Sector Growth Models with Uncertain Technology
• Optimal Economic Growth and Uncertainty: The No Discounting Case
• A Stochastic Theory of the Firm
• Uncertainty and Optimal Consumption Decisions

Cited In (4)

• Asymptotic Growth under Uncertainty: Existence and Uniqueness
• Efficiency in economic growth models under uncertainty
• Uncertain horizon and stability. Analysis in an optimal growth model
• Growth under uncertainty with experimentation

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