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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

Type
Communication / Conférence
Date
1986
Conference title
25th IEEE Conference on Decision and Control
Conference date
1986-12
Conference city
Athènes
Conference country
Grèce
Book title
25th IEEE Conference on Decision and Control, 1986. Proceedings
Publisher
IEEE
Pages
259-261
Publication identifier
Metadata
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Author(s)
Akian, Marianne
Bensoussan, Alain
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 / Keywords
Ramsey problem; Stochastic processes