RANDOM DYNAMICAL SYSTEMS IN ECONOMICS

DOI10.1142/S0219493701000059MaRDI QIDQ4460414zbMATH OpenOpenAlexFDO

Authors Klaus R. Schenk-Hoppé

Publication date 18 May 2004

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493701000059

zbMATH Keywords

stochastic economic growthdynamic economic modelsRandom dynamical systems

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamical systems in optimization and economics (37N40) Economic growth models (91B62) Stochastic models in economics (91B70) Random dynamical systems (37H99)

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Cites work

• A random fixed point theorem and the random graph transformation
• An evolutionary model of Bertrand oligopoly
• Evolution with State-Dependent Mutations
• Fractal steady states in stochastic optimal control models
• Learning, Mutation, and Long Run Equilibria in Games
• Markov rational expectations equilibria in an overlapping generations model
• On the Existence of Steady State Measures for One Sector Growth Models with Uncertain Technology
• Rationalizing Policy Functions by Dynamic Optimization
• Stationary Markov Equilibria
• Stationary equilibria in an overlapping generations economy with stochastic production
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• Stochastic processes of temporary equilibria
• Temporary General Equilibrium Theory
• The Evolution of Walrasian Behavior
• The evolution of Walrasian behavior in oligopolies

Cited in

(12)

• Random dynamical systems in finance
• PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS
• Weyl mean equicontinuity and Weyl mean sensitivity of a random dynamical system
• scientific article; zbMATH DE number 3972576 (Why is no real title available?)
• Randomly chosen chaotic maps can give rise to nearly ordered behavior
• Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
• Ergodic chaos for non‐expansive economic models**
• scientific article; zbMATH DE number 5826830 (Why is no real title available?)
• Piecewise convex deterministic dynamical systems and weakly convex random dynamical systems and their invariant measures
• Evolutionary stability of portfolio rules in incomplete markets
• Random dynamical systems in economics
• scientific article; zbMATH DE number 3070815 (Why is no real title available?)

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