On the stochastic Ramsey problem

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Date
1986
Dewey
Probabilités et mathématiques appliquées
Sujet
Ramsey problem; Stochastic processes
DOI
http://dx.doi.org/10.1109/CDC.1986.267241
Conference name
25th IEEE Conference on Decision and Control
Conference date
12-1986
Conference city
Athènes
Conference country
Grèce
Book title
25th IEEE Conference on Decision and Control, 1986. Proceedings
Publisher
IEEE
Year
1986
URI
https://basepub.dauphine.fr/handle/123456789/13863
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Author
Akian, Marianne
Bensoussan, Alain
Type
Communication / Conférence
Item number of pages
259-261
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.