Stochastic saddlepoint systems

DOI10.1016/0165-1889(93)00782-YMaRDI QIDQ1349597zbMATH OpenOpenAlexFDO

Authors Marcus Miller, Paul A. Weller

Publication date 27 February 1997

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(93)00782-y

zbMATH Keywords

Rational expectationsStabilization policyStock marketSaddlepoint dynamicsStochastic shocks

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

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• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Stochastic Process Switching: Some Simple Solutions

Cited in

(7)

• Rational expectations models: An approach using forward-backward stochastic differential equations
• A method of finding a stochastic saddle point
• Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions
• A currency crisis model with a misaligned central parity: A stochastic analysis
• Rational expectations: an approach of anticipated linear-quadratic social optima
• Stochastic saddle paths and economic theory
• An introduction to hypergeometric functions for economists

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