Efficient intertemporal allocations with recursive utility.
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Publication:1587641
DOI10.1006/jeth.2000.2656zbMath1145.91327MaRDI QIDQ1587641
Raman Uppal, Bernard Dumas, Tan Wang
Publication date: 3 December 2000
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/t0231.pdf
Dynamic programming in optimal control and differential games (49L20) Utility theory (91B16) Optimal stochastic control (93E20)
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