The marginal value of management using stochastic control

DOI10.1016/0165-1889(91)90002-IzbMath0724.90006OpenAlexW1997598008MaRDI QIDQ2277124

Douglas M. Patterson, Donald I. Bosshardt

Publication date: 1991

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(91)90002-i

zbMATH Keywords

Cobb-Douglas production functionsIto stochastic different equationsmanagerial factor input

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Production theory, theory of the firm (91B38) Economic growth models (91B62) Theory of organizations, manpower planning in operations research (90B70)

Cites Work

• An Intertemporal General Equilibrium Model of Asset Prices
• Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Unnamed Item

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