On dynamic programming with unbounded returns

DOI10.1007/S001990050016MaRDI QIDQ1974599zbMATH OpenOpenAlexFDO

Authors Jorge Durán

Publication date 2000

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL http://www.cepremap.fr/depot/couv_orange/co9710.pdf

Mathematics Subject Classification ID

Dynamic programming (90C39) Economic growth models (91B62)

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Cited in

(27)

• Convex dynamic programming with (bounded) recursive utility
• Stochastic optimal growth model with risk sensitive preferences
• Generalised discounting in dynamic programming with unbounded returns
• Unique solutions for stochastic recursive utilities
• Equilibria in altruistic economic growth models
• On recursive utilities with non-affine aggregator and conditional certainty equivalent
• Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
• On temporal aggregators and dynamic programming
• On maximin dynamic programming and the rate of discount
• Recursive utility and optimal growth with bounded or unbounded returns
• Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
• On discounted dynamic programming with unbounded returns
• Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
• Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs
• Limit of the solutions for the finite horizon problems as the optimal solution to the infinite horizon optimization problems
• On Bounds for Dynamic Programs
• Optimal solutions to the infinite horizon problems: constructing the optimum as the limit of the solutions for the finite horizon problems
• General limit value in dynamic programming
• Discounted Markov control processes induced by deterministic systems
• An approximation approach to dynamic programming with unbounded returns
• Discounted dynamic programming with unbounded returns: application to economic models
• Do not blame Bellman: it is Koopmans' fault
• Stochastic games with unbounded payoffs: applications to robust control in economics
• Negative dynamic programming with non-additively time-separable objective
• Introduction to a general equilibrium approach to economic growth
• Optimal growth models with bounded or unbounded returns: A unifying approach
• Unbounded Markov dynamic programming with weighted supremum norm Perov contractions

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