Juan Pablo Rincón-Zapatero

Available identifiers

zbMath Open rincon-zapatero.juan-pabloWikidataQ102253512 ScholiaQ102253512MaRDI QIDQ439263

List of research outcomes

Publication	Date of Publication	Type
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming	2024-11-01	Paper
Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory	2021-10-22	Paper
Certainty equivalence principle in stochastic differential games: An inverse problem approach	2019-10-29	Paper
Equilibrium strategies in a defined benefit pension plan game	2019-01-18	Paper
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance	2018-10-19	Paper
Envelope theorem in dynamic economic models with recursive utility	2018-10-05	Paper
Stochastic differential games for which the open-loop equilibrium is subgame perfect	2018-07-05	Paper
Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset	2015-06-26	Paper
Characterization of nonsmooth perfect Nash equilibria in a class of differential games	2014-01-15	Paper
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes	2012-12-29	Paper
Differentiability of the value function in continuous-time economic models	2012-08-01	Paper
On a PDE arising in one-dimensional stochastic control problems	2010-12-06	Paper
Optimal risk management in defined benefit stochastic pension funds	2010-06-20	Paper
Hopf-Lax formula for variational problems with non-constant discount	2010-05-28	Paper
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates	2009-12-10	Paper
Differentiability of the value function without interiority assumptions	2009-09-14	Paper
Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555	2009-05-18	Paper
On the impossibility of representing infinite utility streams	2009-05-05	Paper
Characterization of Markovian equilibria in a class of differential games	2008-11-06	Paper
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games	2008-11-06	Paper
Mean-variance portfolio and contribution selection in stochastic pension funding	2008-04-22	Paper
New approach to stochastic optimal control	2008-01-04	Paper
Recursive utility with unbounded aggregators	2007-10-11	Paper
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings	2007-10-10	Paper
Optimal investment decisions with a liability: the case of defined benefit pension plans	2006-10-05	Paper
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case	2006-06-19	Paper
Direct method comparing efficient and nonefficient payoffs in differential games	2004-08-06	Paper
Minimization of risks in pension funding by means of contributions and portfolio selection.	2003-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4410096	2003-10-13	Paper
https://portal.mardi4nfdi.de/entity/Q4407381	2002-01-01	Paper

Research outcomes over time

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