Dynamic probabilistic models and social structure. Essays on socioeconomic continuity

zbMath0785.60039MaRDI QIDQ1189572

Guillermo L. Gómez M.

Publication date: 18 September 1992

Published in: Theory and Decision Library. Series B: Mathematical and Statistical Methods (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationlearning theoryeconomic growthcontrol theorystochastic analysisBellman's principle of optimalitysemimartingale theorycontrol techniquesGirsanov's transformationssocioeconomic processesstopping techniques

Mathematics Subject Classification ID

Application models in control theory (93C95) Economic growth models (91B62) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Existence of optimal solutions to problems involving randomness (49J55) Special processes (60Kxx)

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Intertemporal issues associated with the control of macro-economic systems

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