2015, 2005, English, Article, Journal or magazine article edition: Stability of Stochastic Optimal Growth Models: A New Approach Nishimura, Kazuo; Stachurski, John

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Bookmark: http://trove.nla.gov.au/version/221062567
Physical Description
  • journal article
Published
  • Academic Press, 2015-12-08T22:13:48Z 2005 2015-12-08T07:46:06Z
Language
  • English

Edition details

Title
  • Stability of Stochastic Optimal Growth Models: A New Approach
Author
  • Nishimura, Kazuo
  • Stachurski, John
Published
  • Academic Press, 2015-12-08T22:13:48Z 2005 2015-12-08T07:46:06Z
Physical Description
  • journal article
Part Of
  • Journal of Economic Theory
Subjects
Summary
  • The paper proposes an Euler equation technique for analyzing the stability of differentiable stochastic programs. The main innovation is to use marginal reward directly as a Foster-Lyapunov function. This allows us to extend known stability results for stochastic optimal growth models, both weakening hypotheses and strengthening conclusions.
Language
  • English
Identifier
  • oai:digitalcollections.anu.edu.au:1885/​29962
  • oai:openresearch-repository.anu.edu.au:1885/​29962
  • 0022-0531
  • 10.1016/​j.jet.2004.04.001

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