Characterization of stationary preferences in a continuous time framework

DOI10.1016/J.JMATECO.2015.11.005MaRDI QIDQ268608zbMATH OpenOpenAlexFDO

Authors Kazuhiro Hara

Publication date 15 April 2016

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2015.11.005

zbMATH Keywords

continuous timeexponential discountingSkorohod metricstationary preference

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16) Economic growth models (91B62)

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Cites work

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• Koopmans' constant discounting for intertemporal choice: A simplification and a generalization
• Measure theory. Vol. I and II
• Simple axioms for countably additive subjective probability
• Stationary cardinal utility and optimal growth under uncertainty
• Stationary Ordinal Utility and Impatience
• The Global Stability of Efficient Intertemporal Allocations
• Time-additive representations of preferences when consumption grows without bound
• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models

Cited in

(5)

• Continuous quasi-hyperbolic discounting
• Discounted-Value Representations of Temporal Preferences
• Intertemporal choice with continuity constraints
• Representation of preference orderings with an infinite horizon: time-additive separable utility in continuous time
• Consumption smoothing and discounting in infinite-horizon, discrete-choice problems

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