On recursive utilities with non-affine aggregator and conditional certainty equivalent (Q2205997)
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scientific article; zbMATH DE number 7263723
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| English | On recursive utilities with non-affine aggregator and conditional certainty equivalent |
scientific article; zbMATH DE number 7263723 |
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On recursive utilities with non-affine aggregator and conditional certainty equivalent (English)
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21 October 2020
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recursive utilities
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dynamic programming
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Epstein-Zin preferences
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certainty equivalent
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solid cone
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attracting property
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0.8207336068153381
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0.8090934753417969
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0.7915886640548706
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0.7881065011024475
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