Optimal consumption of the finite time horizon Ramsey problem-Reference-Cited by-同舟云学术

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Optimal consumption of the finite time horizon Ramsey problem

Published:2009-10 Issue:1 Volume:358 Page:28-46
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Adachi Takashi,Morimoto Hiroaki

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference10 articles.

1. User's guide to viscosity solutions of second order partial differential equations;Crandall;Bull. Amer. Math. Soc.,1992

2. Controlled Markov Processes and Viscosity Solutions;Fleming,2006

3. Elliptic Partial Differential Equations of Second Order;Gilbarg,1983

4. Dynamic Optimization;Kamien,1991

5. Brownian Motion and Stochastic Calculus;Karatzas,1991

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1. Optimal Economic Growth Models with Nonlinear Utility Functions;Journal of Optimization Theory and Applications;2021-01-08

2. Rational expectations equilibria in a Ramsey model of optimal growth with non-local spatial externalities;Journal de Mathématiques Pures et Appliquées;2020-08

3. On dynamic programming equations for utility indifference pricing under delta constraints;Journal of Mathematical Analysis and Applications;2011-08

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