Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth
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Cites work
- scientific article; zbMATH DE number 3112450 (Why is no real title available?)
- scientific article; zbMATH DE number 3718924 (Why is no real title available?)
- A general theory of separability for preferences defined on a countably infinite product space
- A unifying approach to axiomatic non-expected utility theories
- Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth
- Discounted Dynamic Programming
- Optimal growth with many consumers
- Stationary Ordinal Utility and Impatience
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Stationary Utility and Time Perspective
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans
- Uncertainty, risk-neutral measures and security price booms and crashes
Cited in
(4)- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth
- Discounting long run average growth in stochastic dynamic programs
- A general theory of separability for preferences defined on a countably infinite product space
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