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Characterization by prices of optimal programs under uncertainty

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Author Info
Zilcha, Itzhak
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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 3 (1976)
Issue (Month): 2 (July)
Pages: 173-183
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Handle: RePEc:eee:mateco:v:3:y:1976:i:2:p:173-183

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  1. Takashi Kamihigashi, 2002. "Necessity of Transversality Conditions for Stochastic Problems," Discussion Paper Series 128, Research Institute for Economics & Business Administration, Kobe University. [Downloadable!]
  2. Luigi Montrucchio & Fabio Privileggi, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," ICER Working Papers - Applied Mathematics Series 05-2001, ICER - International Centre for Economic Research. [Downloadable!]
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  3. Olson, Lars & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
  4. Takashi Kamihigashi, 2001. "Necessity of Transversality Conditions for Stochastic Problems," Department of Economics Working Papers 01-02, Stony Brook University, Department of Economics. [Downloadable!]
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This page was last updated on 2009-11-7.

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