Thumbnail - Request a copy

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
Titre du colloque
25th IEEE Conference on Decision and Control
Date du colloque
1986-12
Ville du colloque
Athènes
Pays du colloque
Grèce
Titre de l'ouvrage
25th IEEE Conference on Decision and Control, 1986. Proceedings
Éditeur
IEEE
Pages
259-261
Identifiant publication
Métadonnées
Afficher la notice complète
Auteur(s)
Akian, Marianne
Bensoussan, Alain
Résumé (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.
Mots-clés
Ramsey problem; Stochastic processes