RANDOM DYNAMICAL SYSTEMS IN ECONOMICS

DOI10.1142/S0219493701000059zbMath1064.91060OpenAlexW4235476465MaRDI QIDQ4460414

Klaus Reiner Schenk-Hoppé

Publication date: 18 May 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493701000059

zbMATH Keywords

Random dynamical systemsstochastic economic growthdynamic economic models

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic models in economics (91B70) Economic growth models (91B62) Dynamical systems in optimization and economics (37N40) Random dynamical systems (37H99)

Related Items (4)

Piecewise convex deterministic dynamical systems and weakly convex random dynamical systems and their invariant measures ⋮ Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset ⋮ Evolutionary stability of portfolio rules in incomplete markets ⋮ Randomly chosen chaotic maps can give rise to nearly ordered behavior

Cites Work

• Markov rational expectations equilibria in an overlapping generations model
• A random fixed point theorem and the random graph transformation
• Stationary equilibria in an overlapping generations economy with stochastic production
• An evolutionary model of Bertrand oligopoly
• Fractal steady states in stochastic optimal control models
• The evolution of Walrasian behavior in oligopolies
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• Temporary General Equilibrium Theory
• Stationary Markov Equilibria
• The Evolution of Walrasian Behavior
• Rationalizing Policy Functions by Dynamic Optimization
• Evolution with State-Dependent Mutations
• Learning, Mutation, and Long Run Equilibria in Games
• On the Existence of Steady State Measures for One Sector Growth Models with Uncertain Technology
• Stochastic processes of temporary equilibria

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