On temporal aggregators and dynamic programming
From MaRDI portal
Publication:2315349
DOI10.1007/s00199-017-1045-0zbMath1422.91491OpenAlexW2610167853MaRDI QIDQ2315349
Philippe Bich, Lisa Morhaim, Jean-Pierre Drugeon
Publication date: 2 August 2019
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01437496/file/depot-hal-shs-Economic-Theory-2017.pdf
Related Items
Markov perfect equilibria in OLG models with risk sensitive agents ⋮ An approximation approach to dynamic programming with unbounded returns ⋮ On recursive utilities with non-affine aggregator and conditional certainty equivalent ⋮ Monetary rules in a two-sector endogenous growth model ⋮ Special issue: Supermodularity and monotone methods in economics
Cites Work
- Unnamed Item
- On variable discounting in dynamic programming: applications to resource extraction and other economic models
- Optimal growth with many consumers
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Recursive utility and the Ramsey problem
- An abstract topological approach to dynamic programming
- Dynamic programming with homogeneous functions
- Unique solutions for stochastic recursive utilities
- On dynamic programming with unbounded returns
- Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
- Recursive utility and optimal growth with bounded or unbounded returns
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Existence and Uniqueness of a Fixed Point for Local Contractions
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- Stationary Ordinal Utility and Impatience