On the solution of a stochastic optimal growth model

DOI10.1007/BF01227081zbMath0743.90025OpenAlexW2026904175MaRDI QIDQ1182149

Dionysius Glycopantis, Allan Muir

Publication date: 28 June 1992

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01227081

zbMATH Keywords

infinite horizonstochastic optimal growthuncertainty as a Wiener process

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

Related Items (1)

The optimal extraction rate of a natural resource under uncertainty

Cites Work

• Unnamed Item
• Growth and optimal intertemporal allocation of risks

This page was built for publication: On the solution of a stochastic optimal growth model