Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty

DOI10.1080/1023619042000193649zbMATH Open1078.91014OpenAlexW2062503317MaRDI QIDQ4818293FDOQ4818293

Authors: Tapan Mitra, Fabio Privileggi 

Publication date: 28 September 2004

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1023619042000193649

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zbMATH Keywords

invariant measureiterated function systemsCantor functionstochastic optimal growthno overlap propertyLipschitz policy

Mathematics Subject Classification ID

Invariant measures for infinite-dimensional dissipative dynamical systems (37L40) Economic growth models (91B62) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Continuity and singularity of induced measures (60G30)

Cites Work

• Smoothness of the Policy Function in Discrete Time Economic Models
• On optimal growth under uncertainty
• On a class of stable random dynamical systems: Theory and applications
• The nature of the steady state in models of optimal growth under uncertainty
• The Once But Not Twice Differentiability of the Policy Function
• Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models
• Fractal steady states in stochastic optimal control models
• Lipschitz continuous policy functions for strongly concave optimization problems
• Characterization of optimal plans for stochastic dynamic programs

Cited In (11)

• Three dimensional fractal attractors in a green transition economic growth model
• A stochastic economic growth model with health capital and state-dependent probabilities
• Asymptotic Growth under Uncertainty: Existence and Uniqueness
• Fractals and self-similarity in economics: the case of a stochastic two-sector growth model
• Public debt dynamics under ambiguity by means of iterated function systems on density functions
• Fractal attractors in economic growth models with random pollution externalities
• The nature of the steady state in models of optimal growth under uncertainty
• Self-similar measures in multi-sector endogenous growth models
• Fractal attractors and singular invariant measures in two-sector growth models with random factor shares
• Cantor type attractors in stochastic growth models
• On Lipschitz continuity of the iterated function system in a stochastic optimal growth model

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