Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth

DOI10.1016/0165-1889(94)00856-0MaRDI QIDQ1350673zbMATH OpenOpenAlexFDO

Authors Peter A. Streufert

Publication date 27 February 1997

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(94)00856-0

zbMATH Keywords

Dynamic programmingGrowthImpatienceNonexpected utility

Mathematics Subject Classification ID

Economic growth models (91B62) Optimal stochastic control (93E20)

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Cites work

• 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
• scientific article; zbMATH DE number 3112450 (Why is no real title available?)
• scientific article; zbMATH DE number 3718924 (Why is no real title available?)
• 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

(5)

• 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
• Dynamic programming for non-additive stochastic objectives
• Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence

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