COMPARATIVE DYNAMICS IN STOCHASTIC MODELS WITH RESPECT TO THEL∞–L∞DUALITY: A DIFFERENTIAL APPROACH

DOI10.1017/S1365100511000605zbMath1247.91125OpenAlexW1986473094MaRDI QIDQ2907911

Makoto Yano, Kenji Sato

Publication date: 4 September 2012

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100511000605

zbMATH Keywords

comparative dynamicsinfinite-dimensional differential approachstochastic optimal growth model

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic growth models (91B62) Economic dynamics (91B55)

Cites Work

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• Comparative statics in dynamic stochastic models. Differential analysis of a stochastic modified golden rule state in a Banach space
• Turnpike theory, discounted utility, and the von Neumann facet
• Stochastic turnpike property and stationary equilibrium
• Stationary equilibrium
• Duality theory for dynamic optimization models of economics: The continuous time case
• On optimal growth under uncertainty
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• Turnpike Theory
• Duality Theory for Infinite Horizon Convex Models

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