Convex dynamic programming with (bounded) recursive utility
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Cites work
- scientific article; zbMATH DE number 5562045 (Why is no real title available?)
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- scientific article; zbMATH DE number 3195672 (Why is no real title available?)
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- Recursive utility and the Ramsey problem
- Stationary Ordinal Utility and Impatience
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Stationary Utility and Time Perspective
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Survey of Measurable Selection Theorems
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
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Cited in
(17)- Dynamic programming with value convexity
- Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory
- Equilibrium in production chains with multiple upstream partners
- Existence and uniqueness of recursive utilities without boundedness
- On recursive utilities with non-affine aggregator and conditional certainty equivalent
- Dynamic programming deconstructed: transformations of the Bellman equation and computational efficiency
- Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
- Coase meets Bellman: dynamic programming for production networks
- Maximizing the set of recurrent states of an MDP subject to convex constraints
- Unique Tarski Fixed Points
- Dynamic programming with state-dependent discounting
- Do not blame Bellman: it is Koopmans' fault
- Markov decision processes with risk-sensitive criteria: an overview
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
- An approximation approach to dynamic programming with unbounded returns
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