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Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion - MaRDI portal

Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion (Q257776)

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scientific article; zbMATH DE number 6557469
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Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion
scientific article; zbMATH DE number 6557469

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    Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion (English)
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    17 March 2016
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    stochastic Ramsey problem
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    optimal consumption
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    Hamilton-Jacobi-Bellman equation
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    viscosity solutions
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    Cobb-Douglas production function
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