Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth
From MaRDI portal
Publication:1350673
DOI10.1016/0165-1889(94)00856-0zbMATH Open0875.90132OpenAlexW2123286809MaRDI QIDQ1350673FDOQ1350673
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
Recommendations
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Dynamic programming for non-additive stochastic objectives
- Stochastic dynamic programming with non-linear discounting
- Dynamic programming with value convexity
- Stochastic dynamic utilities and intertemporal preferences
Cites Work
- Title not available (Why is that?)
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Title not available (Why is that?)
- Stationary Ordinal Utility and Impatience
- Discounted Dynamic Programming
- Optimal growth with many consumers
- Uncertainty, risk-neutral measures and security price booms and crashes
- The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans
- Stationary Utility and Time Perspective
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- 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
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
This page was built for publication: Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1350673)
