On the recursive saddle point method

DOI10.1007/S13235-015-0137-3MaRDI QIDQ298294zbMATH OpenOpenAlexFDO

Authors Matthias Messner, Nicola Pavoni

Publication date 20 June 2016

Published in Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL https://econpapers.repec.org/RePEc:igi:igierp:255

zbMATH Keywords

dynamic programmingrecursive contractsrecursive saddle point

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming (90C39) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Cites work

• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• Communication, commitment, and growth
• Computing Multi-Period, Information-Constrained Optima
• Credible monetary policy in an infinite horizon model: Recursive approaches
• International Business Cycles with Endogenous Incomplete Markets
• Optimal Lending Contracts and Firm Dynamics
• Optimal Monetary Policy
• Recursive contracts
• Sequential Equilibria in a Ramsey Tax Model
• The dual approach to recursive optimization: theory and examples

Cited in

(10)

• The envelope theorem, Euler and Bellman equations, without differentiability
• Endogenous borrowing constraints and stagnation in Latin America
• A method of finding a stochastic saddle point
• Preface: Special issue on dynamic games in macroeconomics
• Solving dynamic public insurance games with endogenous agent distributions: theory and computational approximation
• A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
• Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
• The dual approach to recursive optimization: theory and examples
• A Negishi approach to recursive contracts
• Repeated moral hazard and recursive Lagrangeans

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