bibtype |
K -
Conference Paper (Czech conference)
|
ARLID |
0041257 |
utime |
20240111140639.3 |
mtime |
20060920235959.9 |
title
(primary) (eng) |
Approximations in Stochastic Growth Models |
specification |
page_count |
6 s. |
media_type |
CD-ROM |
|
serial |
ARLID |
cav_un_epca*0076799 |
ISBN |
978-80-7043-480-2 |
title
|
Proceedings of the 24th International Conference Mathematical Methods in Economics 2006 |
page_num |
465-470 |
publisher |
place |
Plzeň |
name |
University of West Bohemia in Pilsen |
year |
2006 |
|
editor |
|
|
title
(cze) |
Aproximace ve stochastických růstových modelech |
keyword |
economic dynamics |
keyword |
stochastic Ramsey model |
keyword |
Markov decision chains |
author
(primary) |
ARLID |
cav_un_auth*0101196 |
name1 |
Sladký |
name2 |
Karel |
institution |
UTIA-B |
full_dept |
Department of Econometrics |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
source |
source_type |
textový soubor |
source_size |
563k |
|
COSATI |
05D |
COSATI |
12B |
cas_special |
project |
project_id |
GA402/05/0115 |
agency |
GA ČR |
ARLID |
cav_un_auth*0001811 |
|
project |
project_id |
GA402/06/0990 |
agency |
GA ČR |
ARLID |
cav_un_auth*0215013 |
|
research |
CEZ:AV0Z10750506 |
abstract
(eng) |
In this note, we consider finite state approximations of the stochastic Ramsey type model in discrete-time version. Recalling standard procedures of stochastic dynamic programming we present explicit formulas for finding maximum global utility of the consumers (i.e. sum of total discounted instantaneous utilies) in the approximated model. |
abstract
(cze) |
V práci se vyšetřují pro Ramseyův model ekonomického růstu s diskrétním časovým parametrem a náhodným chováním konečné aproximace jeho stavového prostoru. Využitím standardních postupů stochastického dynamického programování jsou uvedeny vztahy pro nalezení maximálního užitku spotřebitelů pro uvažovaný aproximovaný model. |
action |
ARLID |
cav_un_auth*0216663 |
name |
Mathematical Methods in Economics 2006 |
place |
Plzeň |
dates |
13.09.2006-15.09.2006 |
country |
CZ |
|
reportyear |
2010 |
RIV |
AH |
permalink |
http://hdl.handle.net/11104/0134786 |
arlyear |
2006 |
mrcbU56 |
textový soubor 563k |
mrcbU63 |
cav_un_epca*0076799 Proceedings of the 24th International Conference Mathematical Methods in Economics 2006 978-80-7043-480-2 465 470 Plzeň University of West Bohemia in Pilsen 2006 |
mrcbU67 |
Lukáš L. 340 |
|