Stochastic equilibria in von Neumann--Gale dynamical systems

DOI10.1090/S0002-9947-08-04445-0zbMath1149.37029OpenAlexW3125249981MaRDI QIDQ3506721

Klaus Reiner Schenk-Hoppé, Igor V. Evstigneev

Publication date: 17 June 2008

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-08-04445-0

zbMATH Keywords

random dynamical systemconvex multivalued operatorvon Neumann-Gale model, rapid paths, convex duality, stochastic equlibrium

Mathematics Subject Classification ID

Economic growth models (91B62) Random dynamical systems (37H99)

Related Items (8)

Stochastic fixed points and nonlinear Perron–Frobenius theorem ⋮ Von Neumann–Gale model, market frictions and capital growth ⋮ Von Neumann-Gale dynamics and capital growth in financial markets with frictions ⋮ Rapid paths in von Neumann–Gale dynamical systems ⋮ Stochastic nonlinear Perron-Frobenius theorem ⋮ Linearization and local stability of random dynamical systems ⋮ A multidimensional Fatou lemma for conditional expectations ⋮ Log-optimal and rapid paths in von Neumann-Gale dynamical systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
• Evolutionary formalism for products of positive random matrices
• Perron-Frobenius theorem, large deviations, and random perturbations in random environments
• Pure and randomized equilibria in the stochastic von Neumann-Gale model
• The von Neumann-Gale Growth Model and Its Stochastic Generalization
• RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS
• Convex-valued random dynamical systems: A variational principle for equilibrium states
• A mathematical theory of optimal economic development
• Monotone processes of convex and concave type
• A generalization of a problem of Steinhaus
• A Note on the Nonexistence of Optimal Price Vectors in the General Balanced-Growth Model of Gale
• STOCHASTIC CONCAVE DYNAMIC PROGRAMMING
• Elimination of Randomization in Certain Problems of Statistics and of the Theory of Games
• Finitely Additive Measures
• Note on the General Economic Equilibrium for Nonlinear Production Functions

This page was built for publication: Stochastic equilibria in von Neumann--Gale dynamical systems