Stochastic optimal growth with a non-compact state space

DOI10.1016/J.JMATECO.2006.10.002MaRDI QIDQ877998zbMATH OpenOpenAlexFDO

Authors Yuzhe Zhang

Publication date 4 May 2007

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

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

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

zbMATH Keywords

stochastic dominanceglobal stabilitystochastic growthmonotonic operator

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 1351867 (Why is no real title available?)
• Asymptotics of a class of Markov processes which are not in general irreducible
• Markov chains and stochastic stability
• On optimal growth under uncertainty
• Stability of stochastic optimal growth models: a new approach
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
• 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
• Differentiability of the value function of nonclassical optimal growth models
• The random two-sector RSS model: on discounted optimal growth without Ramsey-Euler conditions
• Stochastic optimal growth with nonconvexities
• Stochastic optimal growth with unbounded shock
• Stability of stochastic optimal growth models: a new approach
• scientific article; zbMATH DE number 3878625 (Why is no real title available?)
• 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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