A new look at optimal growth under uncertainty
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 22 (1997)
Issue (Month): 1 (November)
Contact details of provider:
Web page: http://www.elsevier.com/locate/jedc
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hopenhayn, Hugo A & Prescott, Edward C, 1992. "Stochastic Monotonicity and Stationary Distributions for Dynamic Economies," Econometrica, Econometric Society, vol. 60(6), pages 1387-406, November.
- Mirman, Leonard J, 1971. "Uncertainty and Optimal Consumption Decisions," Econometrica, Econometric Society, vol. 39(1), pages 179-85, January.
- Mendelssohn, Roy & Sobel, Matthew J., 1980. "Capital accumulation and the optimization of renewable resource models," Journal of Economic Theory, Elsevier, vol. 23(2), pages 243-260, October.
- Amir, Rabah & Mirman, Leonard J & Perkins, William R, 1991. "One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(3), pages 625-44, August.
- Blume, Lawrence & Easley, David & O'Hara, Maureen, 1982. "Characterization of optimal plans for stochastic dynamic programs," Journal of Economic Theory, Elsevier, vol. 28(2), pages 221-234, December.
- Mirman, Leonard J. & Zilcha, Itzhak, 1975. "On optimal growth under uncertainty," Journal of Economic Theory, Elsevier, vol. 11(3), pages 329-339, December.
- Amir, Rabah, 1996.
"Continuous Stochastic Games of Capital Accumulation with Convex Transitions,"
Games and Economic Behavior,
Elsevier, vol. 15(2), pages 111-131, August.
- AMIR , Rabah, 1995. "Continuous Stochastic Games of Capital Accumulation with Convex Transition," CORE Discussion Papers 1995009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Araujo, A, 1991. "The Once but Not Twice Differentiability of the Policy Function," Econometrica, Econometric Society, vol. 59(5), pages 1383-93, September.
- Mirman, Leonard J & Zilcha, Itzhak, 1976. "Unbounded Shadow Prices for Optimal Stochastic Growth Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 121-32, February.
- Brock, William A & Mirman, Leonard J, 1973. "Optimal Economic Growth and Uncertainty: The No Discounting Case," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(3), pages 560-73, October.
- Santos, Manuel S, 1991. "Smoothness of the Policy Function in Discrete Time Economic Models," Econometrica, Econometric Society, vol. 59(5), pages 1365-82, September.
- Levhari, David & Srinivasan, T N, 1969. "Optimal Savings under Uncertainty," Review of Economic Studies, Wiley Blackwell, vol. 36(106), pages 153-63, April.
- Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2012. "Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment," Journal of Mathematical Economics, Elsevier, vol. 48(2), pages 115-132.
- Manjira Datta & Leonard Mirman & Kevin Reffett, . "Nonclassical Brock-Mirman Economies," Working Papers 2179544, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Nicolas Roys, 2007. "Optimal investment policy with fixed adjustment costs and complete irreversibility," CeMMAP working papers CWP29/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stachurski, J., 2001. "Log-Linearization of Perturbed Dynamical Systems, With Applications to Optimal Growth," Department of Economics - Working Papers Series 788, The University of Melbourne.
- Noah Williams, 2003.
"Small Noise Asymptotics for a Stochastic Growth Model,"
Computing in Economics and Finance 2003
262, Society for Computational Economics.
- Williams, Noah, 2004. "Small noise asymptotics for a stochastic growth model," Journal of Economic Theory, Elsevier, vol. 119(2), pages 271-298, December.
- Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers 10194, National Bureau of Economic Research, Inc.
- Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008.
"A qualitative approach to Markovian equilibrium in infinite horizon economies with capital,"
Journal of Economic Theory,
Elsevier, vol. 139(1), pages 75-98, March.
- Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004. "A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital," Levine's Bibliography 122247000000000224, UCLA Department of Economics.
- Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
- Stachurski, J., 2001.
"Stochastic Optimal Growth with Unbounded Shock,"
Department of Economics - Working Papers Series
777, The University of Melbourne.
- Stachurski, J., 2000. "Asymptotic Stability of a Brock-Mirman Economy with Unbounded Shock," Department of Economics - Working Papers Series 746, The University of Melbourne.
- Joshi, Sumit, 2003.
"The stochastic turnpike property without uniformity in convex aggregate growth models,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 27(7), pages 1289-1315, May.
- Sumit Joshi, 1999. "The Stochastic Turnpike Property without Uniformity in Convex Aggregate Growth Models," Working papers 67, Centre for Development Economics, Delhi School of Economics.
- Kazuo Nishimura & Ryszard Rudnicki & John Stachurski, 2004. "Stochastic Growth With Nonconvexities:The Optimal Case," Department of Economics - Working Papers Series 897, The University of Melbourne.
- Hugo Cruz-Suárez & Raúl Montes-de-Oca, 2008. "An envelope theorem and some applications to discounted Markov decision processes," Computational Statistics, Springer, vol. 67(2), pages 299-321, April.
- Nishimura, Kazuo & Rudnicki, Ryszard & Stachurski, John, 2006. "Stochastic optimal growth with nonconvexities," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 74-96, February.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.