Convex dynamic programming with (bounded) recursive utility
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Publication:1693185
DOI10.1016/j.jet.2017.10.008zbMath1400.91173OpenAlexW2766179393MaRDI QIDQ1693185
Gaetano Bloise, Yiannis Vailakis
Publication date: 11 January 2018
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://eprints.gla.ac.uk/150527/1/150527.pdf
Related Items (10)
Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency ⋮ Existence and uniqueness of recursive utilities without boundedness ⋮ Dynamic programming with value convexity ⋮ Unique Tarski Fixed Points ⋮ An approximation approach to dynamic programming with unbounded returns ⋮ Equilibrium in production chains with multiple upstream partners ⋮ On recursive utilities with non-affine aggregator and conditional certainty equivalent ⋮ Coase meets Bellman: dynamic programming for production networks ⋮ Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory ⋮ Dynamic programming with state-dependent discounting
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