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Optimality of Ramsey-Euler policy in the stochastic growth model.

Tapan MitraSantanu Roy
Published in: J. Econ. Theory (2017)
Keyphrases
  • growth model
  • optimal policy
  • state dependent
  • control policies
  • optimal solution
  • average cost
  • differential equations
  • infinite horizon
  • average reward
  • stochastic differential equations
  • asymptotically optimal