Handbook on optimal growth (volume 1)
Dana, Rose-Anne; Le Van, Cuong; Mitra, Tapan; Nishimura, Kazuo (2006), Handbook on optimal growth (volume 1), Springer : Berlin Heidelberg
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CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Le Van, Cuong
Centre d'économie de la Sorbonne [CES]
Institute of Economic Research, Kyoto University
Abstract (EN)The problem of efficient or optimal allocation of resources is a fundamental concern of economic analysis. This book provides surveys of significant results of the theory of optimal growth, as well as the techniques of dynamic optimization theory on which they are based. Armed with the results and methods of this theory, a researcher will be in an advantageous position to apply these versatile methods of analysis to new issues in the area of dynamic economics.
Subjects / KeywordsOptimal growth model; dynamic programming; stochastic programming
JELG00 - General
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No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity Dana, Rose-Anne; Le Van, Cuong (2008) Document de travail / Working paper