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Publication:2880715
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zbMath1239.91091MaRDI QIDQ2880715

Michael Wickens

Publication date: 16 April 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

rational expectationsreal business cycle modelsmacroeconomic modelsstochastic optimization methodseconomic fluctuations


Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming (90C39) Economic growth models (91B62) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) General equilibrium theory (91B50) Economic dynamics (91B55) Dynamic stochastic general equilibrium theory (91B51)


Related Items (1)

Solutions to the Hamilton-Jacobi equation for state constrained Bolza problems with discontinuous time dependence







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