A stochastic optimal growth model with a depreciation factor

DOI10.3934/JIMO.2010.6.283zbMATH Open1195.60062OpenAlexW2066478712MaRDI QIDQ974716FDOQ974716

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

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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)

Cited In (2)

• Title not available (Why is that?)
• Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks

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