Discounting Long Run Average Growth In Stochastic Dynamic Programs
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- Jorge Durán, 2003. "Discounting long run average growth in stochastic dynamic programs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(2), pages 395-413, September.
- Duran, Jorge, 2001. "Discounting long run average growth in stochastic dynamic programs," CEPREMAP Working Papers (Couverture Orange) 0101, CEPREMAP.
- Duran, Jorge, 2000. "Discounting Long Run Average Growth in Stochastic Dynamic Programs," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2000006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Janusz Matkowski & Andrzej Nowak, 2011.
"On discounted dynamic programming with unbounded returns,"
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- Takashi Kamihigashi, 2005. "Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks," Discussion Paper Series 176, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi, 2006. "Stochastic Optimal Growth with Bounded or Unbounded Utility and with Bounded or Unbounded Shocks," Discussion Paper Series 189, Research Institute for Economics & Business Administration, Kobe University.
- Lores, Francisco Xavier, 2001. "Cyclical behaviour of consumption of non-durable goods: Spain versus U.S.A," UC3M Working papers. Economics we014710, Universidad Carlos III de Madrid. Departamento de Economía.
More about this item
KeywordsDynamic Programming; Weighted Norms; Contraction Mappings; Dominated Convergence; Non Additive Recursive Functions.;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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