Optimal saving under Poisson uncertainty

DOI10.1006/jeth.1999.2529zbMath0947.91074OpenAlexW2055771718MaRDI QIDQ1306766

Klaus Wälde

Publication date: 5 October 1999

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

Full work available at URL: https://doi.org/10.1006/jeth.1999.2529

zbMATH Keywords

general equilibriumPoisson processoptimal savinglong-run growth

Mathematics Subject Classification ID

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Cites Work

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• Optimum consumption and portfolio rules in a continuous-time model
• A note on Merton's ``Optimum consumption and portfolio rules in a continuous-time model
• A Model of Growth Through Creative Destruction
• Macroeconomic Policies, Growth, and Welfare in a Stochastic Economy
• Product Innovation and the Business Cycle
• Optimal Discounted Stochastic Control for Diffusion Processes

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