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A local analysis of N-sector capital accumulation under uncertainty. (English) Zbl 0382.90028

MSC:
91B66 Multisectoral models in economics
93E20 Optimal stochastic control
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[1] Magill, M.J.P, Some new results on the local stability of the process of capital accumulation, J. econ. theory, 15, 174-210, (1977) · Zbl 0372.90009
[2] Slutsky, E, The summation of random causes as the source of cyclic processes, Econometrica, 5, 105-146, (1937)
[3] Fleming, W.H, Stochastic control for small noise intensities, SIAM J. control, 9, 473-517, (1971) · Zbl 0218.93024
[4] Rishel, R.W, Necessary and sufficient dynamic programming conditions for continuous time stochastic optimal control, SIAM J. control, 8, 559-571, (1970) · Zbl 0206.45804
[5] Yaglom, A.M, An introduction to the theory of stationary random functions, (1962), Prentice-Hall Englewood Cliffs, N.J., · Zbl 0121.12601
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