Optimal Programs and Their Price Characterization in a Multisector Growth Model with Uncertainty

DOI10.2307/2160865zbMath0839.90019OpenAlexW4240749171MaRDI QIDQ4311395

Nikolaos S. Papageorgiou

Publication date: 26 October 1994

Full work available at URL: https://doi.org/10.2307/2160865

zbMATH Keywords

uncertaintytransversality conditionexistence of optimal programsseparable, reflexive Banach spacenonstationary, infinite horizon, discrete time, multisector growth modelstochastic Markov chainsupport prices

Mathematics Subject Classification ID

Economic time series analysis (91B84) Multisectoral models in economics (91B66) Economic growth models (91B62)

Related Items (1)

Simultaneous distributed-boundary optimal control problems driven by nonlinear complementarity systems

Cites Work

• Characterization by prices of optimal programs under uncertainty
• On Optimal Consumption Plans in a Multi-sector Economy
• STOCHASTIC CONCAVE DYNAMIC PROGRAMMING
• Duality Theory for Infinite Horizon Convex Models
• Finitely Additive Measures
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