Convex-valued random dynamical systems: A variational principle for equilibrium states

DOI10.1515/ROSE.1999.7.1.23MaRDI QIDQ4940239zbMATH OpenOpenAlexFDO

Authors Ludwig Arnold, Matthias Gundlach, Igor V. Evstigneev

Publication date 2 March 2000

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1999.7.1.23

zbMATH Keywords

equilibrium statesrandom dynamical systemsvariational principlestochastic models of economic growthhomogeneous convex multivalued mappingsmultivalued stochastic dynamical systems

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

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• Stochastic equilibria in von Neumann--Gale dynamical systems
• FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES
• Pure and randomized equilibria in the stochastic von Neumann-Gale model
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