Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983): Difference between revisions

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+New techniques for the study of stochastic equilibrium processes
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+A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
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+Axiomatic utility theories with the betweenness property
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+An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
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+Stochastic equilibria with incomplete financial markets
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+Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Asset Prices in an Exchange Economy
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+Convex Programming and Duality in Normed Space
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+Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
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+Q4002751
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+Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
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