| Publication | Date of Publication | Type |
|---|
Unique solutions to power-transformed affine systems
Journal of Mathematical Analysis and Applications | 2025-05-14 | Paper |
| Dynamic programming. Finite states | 2025-04-28 | Paper |
Dynamic programs on partially ordered sets
SIAM Journal on Control and Optimization | 2025-03-19 | Paper |
Simulation-Based Density Estimation for Time Series Using Covariate Data
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Interest rate dynamics and commodity prices
Journal of Economic Theory | 2025-01-16 | Paper |
Asset pricing with time preference shocks: existence and uniqueness
Journal of Economic Theory | 2024-03-27 | Paper |
| scientific article; zbMATH DE number 7646015 (Why is no real title available?) | 2023-01-25 | Paper |
| Unique Solutions to Power-Transformed Affine Systems | 2022-11-30 | Paper |
Unbounded dynamic programming via the Q-transform
Journal of Mathematical Economics | 2022-05-11 | Paper |
Dynamic programming deconstructed: transformations of the Bellman equation and computational efficiency
Operations Research | 2022-02-16 | Paper |
Dynamic programming with value convexity
Automatica | 2021-11-19 | Paper |
Coase meets Bellman: dynamic programming for production networks
Journal of Economic Theory | 2021-09-29 | Paper |
Trade clustering and power laws in financial markets
Theoretical Economics | 2021-06-07 | Paper |
Stability of equilibrium asset pricing models: a necessary and sufficient condition
Journal of Economic Theory | 2021-05-11 | Paper |
Partial stochastic dominance via optimal transport
Operations Research Letters | 2021-04-07 | Paper |
Dynamic programming with state-dependent discounting
Journal of Economic Theory | 2021-02-23 | Paper |
Corrigendum to ``An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity''
Journal of Economic Theory | 2020-08-07 | Paper |
The income fluctuation problem and the evolution of wealth
Journal of Economic Theory | 2020-04-22 | Paper |
A unified stability theory for classical and monotone Markov chains
Journal of Applied Probability | 2019-07-15 | Paper |
An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity
Journal of Economic Theory | 2019-06-14 | Paper |
Optimal timing of decisions: a general theory based on continuation values
Journal of Economic Dynamics and Control | 2019-03-27 | Paper |
Volatile capital flows and financial integration: the role of moral hazard
Journal of Economic Theory | 2019-01-15 | Paper |
Solving the income fluctuation problem with unbounded rewards
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
Span of control, transaction costs, and the structure of production chains
Theoretical Economics | 2018-09-19 | Paper |
Stochastic stability in monotone economies
Theoretical Economics | 2018-09-11 | Paper |
| A primer in econometric theory | 2017-01-26 | Paper |
Fitted value function iteration with probability one contractions
Journal of Economic Dynamics and Control | 2016-09-22 | Paper |
Seeking ergodicity in dynamic economies
Journal of Economic Theory | 2016-05-11 | Paper |
Perfect simulation for models of industry dynamics
Journal of Mathematical Economics | 2015-02-27 | Paper |
Generalized look-ahead methods for computing stationary densities
Mathematics of Operations Research | 2014-10-21 | Paper |
Simple fixed point results for order-preserving self-maps and applications to nonlinear Markov operators
Fixed Point Theory and Applications | 2014-08-28 | Paper |
Stochastic optimal growth with risky labor supply
Journal of Mathematical Economics | 2014-03-24 | Paper |
Bounding tail probabilities in dynamic economic models
Macroeconomic Dynamics | 2012-09-04 | Paper |
An order-theoretic mixing condition for monotone Markov chains
Statistics & Probability Letters | 2012-05-18 | Paper |
Perfect simulation of stationary equilibria
Journal of Economic Dynamics and Control | 2010-04-22 | Paper |
Endogenous inequality and fluctuations in a two-country model
Journal of Economic Theory | 2009-08-07 | Paper |
| scientific article; zbMATH DE number 5562045 (Why is no real title available?) | 2009-06-04 | Paper |
Stochastic optimal policies when the discount rate vanishes
Journal of Economic Dynamics and Control | 2009-05-18 | Paper |
Equilibrium storage with multiple commodities
Journal of Mathematical Economics | 2009-02-10 | Paper |
Continuous state dynamic programming via nonexpansive approximation
Computational Economics | 2008-06-11 | Paper |
Computing the Distributions of Economic Models via Simulation
Econometrica | 2008-04-08 | Paper |
Parametric continuity of stationary distributions
Economic Theory | 2007-10-11 | Paper |
Stochastic optimal growth with nonconvexities
Journal of Mathematical Economics | 2007-05-23 | Paper |
Log-linearization of stochastic economic models†
Journal of Difference Equations and Applications | 2007-05-08 | Paper |
Stochastic Growth with Increasing Returns: Stability and Path Dependence
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
| scientific article; zbMATH DE number 2233168 (Why is no real title available?) | 2005-11-28 | Paper |
Stability of stochastic optimal growth models: a new approach
Journal of Economic Theory | 2005-06-01 | Paper |
Stochastic growth: asymptotic distributions
Economic Theory | 2003-08-20 | Paper |
Economic dynamical systems with multiplicative noise.
Journal of Mathematical Economics | 2003-06-25 | Paper |
Stochastic optimal growth with unbounded shock
Journal of Economic Theory | 2002-12-16 | Paper |
Completely Abstract Dynamic Programming
(available as arXiv preprint) | N/A | Paper |
