Dynamic programming with state-dependent discounting

DOI10.1016/j.jet.2021.105190zbMath1458.91096arXiv1908.08800OpenAlexW3123359883MaRDI QIDQ1995327

John Stachurski, Jun-Nan Zhang

Publication date: 23 February 2021

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.08800

zbMATH Keywords

dynamic programmingoptimalitystate-dependent discounting

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Dynamic programming (90C39)

Related Items

Now decision theory ⋮ Asset pricing with time preference shocks: existence and uniqueness ⋮ Perov's contraction principle and dynamic programming with stochastic discounting

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