Pages that link to "Item:Q2475172"

The following pages link to A qualitative approach to Markovian equilibrium in infinite horizon economies with capital (Q2475172):

Displaying 30 items.

• On learning and growth (Q272288) (← links)
• Strategic interactions in a one-sector growth model (Q298299) (← links)
• Ruling out multiplicity of smooth equilibria in dynamic games: a hyperbolic discounting example (Q298304) (← links)
• Existence of competitive equilibrium in a non-optimal one-sector economy without conditions on the distorted marginal product of capital (Q433805) (← links)
• A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility (Q844605) (← links)
• Stochastic optimal growth with nonconvexities (Q881983) (← links)
• Stochastic optimal policies when the discount rate vanishes (Q1017044) (← links)
• Estimation by simulation of monotone dynamical systems (Q1408406) (← links)
• Existence and uniqueness of equilibrium in distorted dynamic economies with capital and labor (Q1601453) (← links)
• The effect of interest rates on consumption in an income fluctuation problem (Q1624480) (← links)
• Finite-time dissipative control for singular Markovian jump systems via quantizing approach (Q1690514) (← links)
• Stability and output feedback control for singular Markovian jump delayed systems (Q1713368) (← links)
• Generalized envelope theorems: applications to dynamic programming (Q1752646) (← links)
• Simulation-based estimation of dynamic models with continuous equilibrium solutions (Q1877831) (← links)
• A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism (Q1994237) (← links)
• Solving the income fluctuation problem with unbounded rewards (Q1994615) (← links)
• Observer-based asynchronous control for Markov jump systems (Q2177873) (← links)
• Observer-based control for singular Markov jump systems with actuator saturation and time-varying transition rates (Q2217554) (← links)
• \(H_\infty\) performance analysis for delayed Markovian jump neural networks via the Lyapunov-Krasovskii functional with delay-product-type terms (Q2235453) (← links)
• Consistency properties of a simulation-based estimator for dynamic processes (Q2268725) (← links)
• Strategic growth with recursive preferences: decreasing marginal impatience (Q2280197) (← links)
• Special issue: Supermodularity and monotone methods in economics (Q2315339) (← links)
• Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy (Q2315341) (← links)
• Parametric continuity of stationary distributions (Q2385115) (← links)
• Markovian equilibrium in infinite horizon economies with incomplete markets and public policy (Q2387405) (← links)
• Computing minimal state space recursive equilibrium in OLG models with stochastic production (Q2434970) (← links)
• Recursive equilibrium with price perfect foresight and a minimal state space (Q2634134) (← links)
• Stochastic Comparative Statics in Markov Decision Processes (Q5000655) (← links)
• <i>H</i>_∞control for discrete-time singular Markovian jump systems based on the novel bounded real lemma (Q5265580) (← links)
• Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk (Q6059529) (← links)