This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Characterization of optimal plans for stochastic dynamic programs Author info | Abstract | Publisher info | Download info | Related research | Statistics Blume, Lawrence
Easley, David
O'Hara, Maureen
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. 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.
Article provided by Elsevier in its journal Journal of Economic Theory .
Volume (Year): 28 (1982)
Issue (Month): 2 (December)
Pages: 221-234
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:jetheo:v:28:y:1982:i:2:p:221-234Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622869
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
Cited by : (explanations , 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.)Tsur, Yacov & Graham-Tomasi, Theodore, 1990.
"The Buffer Value Of Groundwater With Stochastic Surface Water Supplies ,"
Staff Papers
14148, University of Minnesota, Department of Applied Economics.
[Downloadable!]
Timothy J. Kehoe & David K. Levine & Paul M. Romer, 1989.
"Determinacy of equilibria in dynamic models with finitely many consumers ,"
Staff Report
118, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions:
Timothy J. Kehoe & David K. Levine & Paul Romer, 1990.
"Determinacy of Equilibrium in Dynamic Models with Finitely Many Consumers ,"
Levine's Working Paper Archive
165, David K. Levine.
[Downloadable!] Kehoe, Timothy J. & Levine, David K. & Romer, Paul M., 1990.
"Determinacy of equilibria in dynamic models with finitely many consumers ,"
Journal of Economic Theory ,
Elsevier, vol. 50(1), pages 1-21, February.
[Downloadable!] (restricted) Mitra, Tapan & Privileggi, Fabio, 2003.
"Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty ,"
Working Papers
03-09, Cornell University, Center for Analytic Economics.
[Downloadable!]
Fabio Privileggi, 1995.
"A characterization for solutions of stochastic discrete time optimization models ,"
Decisions in Economics and Finance ,
Springer, vol. 18(2), pages 165-180, September.
[Downloadable!] (restricted)
DAKHLAOUI Ahlem & MOREAUX Michel, 2007.
"Trade-off between Hydro and Thermal Power Generation under Uncertainty ,"
Working Papers
07.13.234, LERNA, University of Toulouse.
[Downloadable!]
DAKHLAOUI Ahlem, 2007.
"Dynamic games in the wholesale electricity market ,"
Working Papers
07.21.242, LERNA, University of Toulouse.
[Downloadable!]
Travis D. Nesmith, 2005.
"Solving stochastic money-in-the-utility-function models ,"
Finance and Economics Discussion Series
2005-52, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Graham-Tomasi, Theodore, 1985.
"Uncertainty, Information, And Irreversible Investments ,"
Staff Papers
14047, University of Minnesota, Department of Applied Economics.
[Downloadable!]
Aliprantis, C.D. & Camera, G. & Ruscitti, F., 2007.
"Monetary Equilibrium and the Differentiability of the Value Function ,"
Purdue University Economics Working Papers
1199, Purdue University, Department of Economics.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Benhabib, Jess & Jovanovic, Boyan, 1989.
"Growth Accounting And Externalities ,"
Working Papers
89-10, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Noah Williams, 2003.
"Small Noise Asymptotics for a Stochastic Growth Model ,"
NBER Working Papers
10194, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Noah Williams, 2003.
"Small Noise Asymptotics for a Stochastic Growth Model ,"
Computing in Economics and Finance 2003
262, Society for Computational Economics.
[Downloadable!] Williams, Noah, 2004.
"Small noise asymptotics for a stochastic growth model ,"
Journal of Economic Theory ,
Elsevier, vol. 119(2), pages 271-298, December.
[Downloadable!] (restricted) Timothy J. Kehoe & David K. Levine & Paul Romer, 1989.
"Steady States and Determinacy in Economies with Infinitely Lived Agents ,"
Levine's Working Paper Archive
52, David K. Levine.
[Downloadable!]
Olson, Lars & Roy, Santanu, 2005.
"Theory of Stochastic Optimal Economic Growth ,"
Working Papers
28601, University of Maryland, Department of Agricultural and Resource Economics.
[Downloadable!]
Jess Benhabib & Boyan Jovanovic, 1989.
"Externalities and Growth Accounting ,"
NBER Working Papers
3190, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Access and
download statistics Did you know? You can use IDEAS to provide links to papers and articles in your course syllabus.
This page was last updated on 2009-11-7.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .