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Theory of Stochastic Optimal Economic Growth

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  • Olson, Lars J.
  • Roy, Santanu

Abstract

This paper is a survey of the theory of stochastic optimal economic growth.

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Bibliographic Info

Paper provided by University of Maryland, Department of Agricultural and Resource Economics in its series Working Papers with number 28601.

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Date of creation: 2005
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Handle: RePEc:ags:umdrwp:28601

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Keywords: International Development;

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Cited by:
  1. Takashi Kamihigashi, 2006. "Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University 189, Research Institute for Economics & Business Administration, Kobe University.
  2. Christian Bayer & Klaus Waelde, 2011. "Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models," Working Papers 1111, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
  3. Takanobu Kosugi, 2010. "Assessments of ‘Greenhouse Insurance’: A Methodological Review," Asia-Pacific Financial Markets, Springer, Springer, vol. 17(4), pages 345-363, December.
  4. Takashi Kamihigashi & John Stachurski, 2011. "Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University DP2011-32, Research Institute for Economics & Business Administration, Kobe University.
  5. Takashi Kamihigashi & John Stachurski, 2011. "Stability of Stationary Distributions in Monotone Economies," ANU Working Papers in Economics and Econometrics 2011-561, Australian National University, College of Business and Economics, School of Economics.

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