Necessity of transversality conditions for stochastic problems.
type: Item
instance of: scholarly article
title: Necessity of transversality conditions for stochastic problems.
zbMATH Open document ID: 1137.91559
DOI: 10.1016/S0022-0531(02)00038-8
author: Takashi Kamihigashi
published in: Journal of Economic Theory
publication date: 2003-06-09T00:00:00Z
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 1924815
zbMATH Keywords: Transversality condition
zbMATH Keywords: Stochastic optimization
zbMATH Keywords: Stochastic reduced-form
zbMATH Keywords: model
zbMATH Keywords: Homogeneous returns
zbMATH Keywords: Stochastic growth model
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1924815