A stochastic optimal growth model with a depreciation factor

DOI10.3934/JIMO.2010.6.283MaRDI QIDQ974716zbMATH OpenOpenAlexFDO

Authors Shaoyong Lai, Yulan Zhou

Publication date 7 June 2010

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2010.6.283

zbMATH Keywords

stochastic growthinvariant distributiondepreciation factorMarkow processespolicy function

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Signal detection and filtering (aspects of stochastic processes) (60G35) Nonlinear systems in control theory (93C10)

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Cited in

(3)

• scientific article; zbMATH DE number 710499 (Why is no real title available?)
• Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
• On optimal growth under uncertainty: some examples

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