On the stochastic Ramsey problem
Akian, Marianne; Bensoussan, Alain (1986), On the stochastic Ramsey problem, 25th IEEE Conference on Decision and Control, 1986. Proceedings, IEEE, p. 259-261. http://dx.doi.org/10.1109/CDC.1986.267241
TypeCommunication / Conférence
Conference title25th IEEE Conference on Decision and Control
Book title25th IEEE Conference on Decision and Control, 1986. Proceedings
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Abstract (EN)We study a stochastic version of the Ramsey problem, which represents the basic model of economic growth. Our objective is to give sensitivity results with respect to the characteristics of the uncertainities.
Subjects / KeywordsRamsey problem; Stochastic processes
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