Sensitivity analysis of a discrete-time multisector growth model with uncertainty

In this paper the authors consider a nonstationary stochastic multisector growth model, with discounted future utilities. First they establish the existence of a strongly optimal program and then the authors investigate how the set of such programs as well as the optimal intertemporal utility they generate, change as the data of the model is varied, namely the technology multifunctions, the utility functions and the initial capital stocks (sensitivity analysis).