Title :
On the stochastic Ramsey problem
Author :
Akian, M. ; Bensoussan, A.
Author_Institution :
University Paris, Dauphine
Abstract :
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.
Keywords :
Stochastic processes;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267241
