Stochastic optimal policies when the discount rate vanishes-Reference-Cited by-同舟云学术

Stochastic optimal policies when the discount rate vanishes

Published:2007-04 Issue:4 Volume:31 Page:1416-1430
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Nishimura Kazuo,Stachurski John

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference16 articles.

1. Optimal economic growth: and uncertainty the discounted case;Brock;Journal of Economic Theory,1972

2. Uncertainty and economic growth: the no-discounting case;Brock;International Economic Review,1973

3. The nonlinear Cournot model under uncertainty with continuously distributed time lags;Chiarella;Central European Journal of Operations Research,2001

4. Stochastic properties of fast vs. slow growth economies;Danthine;Econometrica,1981

5. Probability: Theory and Examples;Durrett,1996

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5. Zero-Sum Ergodic Semi-Markov Games with Weakly Continuous Transition Probabilities;Journal of Optimization Theory and Applications;2009-01-23