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Random iterates of monotone maps

Author

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  • Rabi Bhattacharya
  • Mukul Majumdar

Abstract

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Suggested Citation

  • Rabi Bhattacharya & Mukul Majumdar, 2010. "Random iterates of monotone maps," Review of Economic Design, Springer;Society for Economic Design, vol. 14(1), pages 185-192, March.
  • Handle: RePEc:spr:reecde:v:14:y:2010:i:1:p:185-192
    DOI: 10.1007/s10058-008-0064-5
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    References listed on IDEAS

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    1. repec:cup:cbooks:9780521825658 is not listed on IDEAS
    2. Mukul Majumdar & Tapan Mitra, 1983. "Dynamic Optimization with a Non-Convex Technology: The Case of a Linear Objective Function," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 50(1), pages 143-151.
    3. Chakraborty, Santanu & Rao, B. V., 1998. "Completeness of Bhattacharya metric on the space of probabilities," Statistics & Probability Letters, Elsevier, vol. 36(4), pages 321-326, January.
    4. Mukul Majumdar & Tapan Mitra & Yaw Nyarko, 1989. "Dynamic Optimization Under Uncertainty: Non-convex Feasible Set," Palgrave Macmillan Books, in: George R. Feiwel (ed.), Joan Robinson and Modern Economic Theory, chapter 19, pages 545-590, Palgrave Macmillan.
    5. repec:cup:cbooks:9780521532723 is not listed on IDEAS
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    Citations

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    Cited by:

    1. Takashi Kamihigashi & John Stachurski, 2014. "Stability Analysis for Random Dynamical Systems in Economics," Discussion Paper Series DP2014-35, Research Institute for Economics & Business Administration, Kobe University.
    2. Kiran Krishnamurthy, Chandra, 2012. "Optimal Management of Groundwater under Uncertainty: A Unified Approach," CERE Working Papers 2012:19, CERE - the Center for Environmental and Resource Economics, revised 30 Jun 2014.

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    More about this item

    Keywords

    Random dynamical systems; Invariant distribution; Convergence; Markov processes; C1; C6; D6; D8; D9;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • D6 - Microeconomics - - Welfare Economics
    • D8 - Microeconomics - - Information, Knowledge, and Uncertainty
    • D9 - Microeconomics - - Micro-Based Behavioral Economics

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