Comparative statics in dynamic stochastic models. Differential analysis of a stochastic modified golden rule state in a Banach space

DOI10.1016/0304-4068(89)90020-7zbMath0694.90034OpenAlexW1590931850MaRDI QIDQ909566

Makoto Yano

Publication date: 1989

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(89)90020-7

zbMATH Keywords

capital accumulationBanach spacecomparative staticsexpected utility functiondynamic stochastic optimizationstochastic modified golden rule

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Normed linear spaces and Banach spaces; Banach lattices (46B99) Economic growth models (91B62) Programming in abstract spaces (90C48)

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