Dynamic Choice Theory and Dynamic Programming
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(10)- Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
- Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
- Temporal von Neumann-Morgenstern and induced preferences
- Conditional decision processes with recursive function
- Supporting others and the evolution of influence.
- Nonrecursive separation of risk and time preferences
- Conditional certainty equivalent
- Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies
- Long-term dynamic asset allocation under asymmetric risk preferences
- Temporal risk and the nature of induced preferences
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