RANDOM DYNAMICAL SYSTEMS IN ECONOMICS-Reference-Cited by-同舟云学术

RANDOM DYNAMICAL SYSTEMS IN ECONOMICS

Published:2001-03 Issue:01 Volume:01 Page:63-83
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

SCHENK-HOPPÉ KLAUS REINER¹

Affiliation:

1. Institute for Empirical Research in Economics, University of Zurich, Blümlisalpstrasse 10, 8006 Zürich, Switzerland

Abstract

This paper surveys recent advances in the application of random dynamical systems theory in economics. It illustrates the usefulness of this framework for modeling and analysis of economic phenomena with stochastic components, mainly focusing on stochastic dynamic models of economic growth. The paper also highlights some directions for further applications and interdisciplinary research on random dynamical systems.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493701000059

Reference25 articles.

1. An Evolutionary Model of Bertrand Oligopoly

2. The Role of Securities in the Optimal Allocation of Risk-bearing

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4. Optimal economic growth and uncertainty: The discounted case

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