On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
DOI10.1016/J.JET.2018.04.003zbMATH Open1419.91487OpenAlexW2562881450WikidataQ130020769 ScholiaQ130020769MaRDI QIDQ1757573FDOQ1757573
Authors: Łukasz Balbus, Łukasz Woźny, Kevin Reffett 
Publication date: 15 January 2019
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://kolegia.sgh.waw.pl/pl/KAE/Documents/WorkingPapersKAE/WPKAE_2016_020.pdf
Recommendations
Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Economic growth models (91B62)
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Cited In (9)
- On the Existence of Markov-Consistent Plans under Production Uncertainty
- Portfolio choice with skewness preference and wealth-dependent risk aversion
- Markov decision processes with quasi-hyperbolic discounting
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
- On Markovian collective choice with heterogeneous quasi-hyperbolic discounting
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
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