The von Neumann-Gale Growth Model and Its Stochastic Generalization

DOI10.1007/3-540-32310-4_12zbMath1284.91363OpenAlexW3125890244MaRDI QIDQ3426479

Klaus Reiner Schenk-Hoppé, Igor V. Evstigneev

Publication date: 9 March 2007

Published in: Handbook on Optimal Growth 1 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-32310-4_12

Mathematics Subject Classification ID

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

Related Items (9)

Stochastic fixed points and nonlinear Perron–Frobenius theorem ⋮ Pure and randomized equilibria in the stochastic von Neumann-Gale model ⋮ Rapid paths in von Neumann–Gale dynamical systems ⋮ Stochastic equilibria in von Neumann--Gale dynamical systems ⋮ Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model ⋮ Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk ⋮ Stochastic nonlinear Perron-Frobenius theorem ⋮ Dynamic interaction models of economic equilibrium ⋮ Log-optimal and rapid paths in von Neumann-Gale dynamical systems

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