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Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints - MaRDI portal

Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints (Q4627477)

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scientific article; zbMATH DE number 7033988
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Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints
scientific article; zbMATH DE number 7033988

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    Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints (English)
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    11 March 2019
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    optimal consumption
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    stochastic Ramsey problem
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    viscosity solutions
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    Feller's test for explosion
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    pathwise uniqueness
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