A note on the stochastic value loss assumption

DOI10.1016/0022-0531(82)90053-9zbMath0493.90018OpenAlexW2009002304MaRDI QIDQ1168878

Fwu-Ranq Chang

Publication date: 1982

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(82)90053-9

zbMATH Keywords

asymptotic stabilityBorel-Cantelli lemmaalmost sure convergencestochastic economic growthoptimal programstochastic value loss assumption

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic stability in control theory (93E15)

Related Items

Turnpike theorems for Markov games ⋮ Recursive utility, martingales, and the asymptotic behaviour of optimal processes ⋮ The stochastic turnpike property without uniformity in convex aggregate growth models

Cites Work

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