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Theory of Stochastic Optimal Economic Growth

In: Handbook on Optimal Growth 1

Author

Listed:
  • Lars J. Olson

    (University of Maryland)

  • Santanu Roy

    (Southern Methodist University)

Abstract
This paper is a survey of the theory of stochastic optimal economic growth.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Lars J. Olson & Santanu Roy, 2006. "Theory of Stochastic Optimal Economic Growth," Springer Books, in: Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura (ed.), Handbook on Optimal Growth 1, chapter 11, pages 297-335, Springer.
  • Handle: RePEc:spr:sprchp:978-3-540-32310-5_11
    DOI: 10.1007/3-540-32310-4_11
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    5. Christian Bayer & Klaus Waelde, 2011. "Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models," Working Papers 1111, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
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    7. Majumdar, Mukul, 2009. "Equilibrium and optimality: Some imprints of David Gale," Games and Economic Behavior, Elsevier, vol. 66(2), pages 607-626, July.
    8. Torre, Davide La & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2019. "A stochastic economic growth model with health capital and state-dependent probabilities," Chaos, Solitons & Fractals, Elsevier, vol. 129(C), pages 81-93.
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    9. Vassili Kolokoltsov & Wei Yang, 2012. "Turnpike Theorems for Markov Games," Dynamic Games and Applications, Springer, vol. 2(3), pages 294-312, September.
    10. Santanu Roy & Itzhak Zilcha, 2012. "Stochastic growth with short-run prediction of shocks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(3), pages 539-580, November.
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