Stochastic optimal growth with a non-compact state space

DOI10.1016/J.JMATECO.2006.10.002zbMATH Open1280.91120OpenAlexW3123521311MaRDI QIDQ877998FDOQ877998

Authors: Yuzhe Zhang 

Publication date: 4 May 2007

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

Full work available at URL: https://doi.org/10.21034/wp.639

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zbMATH Keywords

stochastic dominanceglobal stabilitystochastic growthmonotonic operator

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic models in economics (91B70)

Cites Work

• Markov chains and stochastic stability
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• Title not available (Why is that?)
• On optimal growth under uncertainty
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• Asymptotics of a class of Markov processes which are not in general irreducible
• Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
• Stability of stochastic optimal growth models: a new approach
• Stochastic optimal growth with unbounded shock

Cited In (20)

• Stochastic stability in monotone economies
• Seeking ergodicity in dynamic economies
• A qualitative approach to Markovian equilibrium on optimal growth under uncertainty
• Note on positive lower bound of capital in the stochastic growth model
• Stochastic growth, conservation of capital and convergence to a positive steady state
• Computing minimal state space recursive equilibrium in OLG models with stochastic production
• INVARIANT PROBABILITY DISTRIBUTIONS IN ECONOMIC MODELS: A GENERAL RESULT
• Stochastic optimal growth model with risk sensitive preferences
• Sample-path stability of non-stationary dynamic economic systems
• Stochastic growth with social-status concern: the existence of a unique stable distribution
• The random two-sector RSS model: on discounted optimal growth without Ramsey-Euler conditions
• Differentiability of the value function of nonclassical optimal growth models
• Stochastic optimal growth with unbounded shock
• Stochastic optimal growth with nonconvexities
• Stability of stochastic optimal growth models: a new approach
• Title not available (Why is that?)
• Stochastic optimal growth with risky labor supply
• Stochastic stability on general state spaces
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• Fifty years of mathematical growth theory: classical topics and new trends

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