Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies

DOI10.1007/S10957-014-0555-1MaRDI QIDQ2346402zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Łukasz Balbus, Anna Jaskiewicz, Andrzej S. Nowak

Publication date 1 June 2015

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10957-014-0555-1

zbMATH Keywords

gameintergenerational stochasticMarkov perfect equilibriumstochastic economic growth

Mathematics Subject Classification ID

Games with infinitely many players (91A07) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Dynamic stochastic general equilibrium theory (91B51) Economic growth models (91B62)

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Cited in

(24)

• Stochastic optimal growth model with risk sensitive preferences
• A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
• Markov decision processes with quasi-hyperbolic discounting
• A note on topological aspects in dynamic games of resource extraction and economic growth theory
• Equilibria in altruistic economic growth models
• Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
• Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players
• Stochastic bequest games
• A note on Markov perfect equilibria in a class of non-stationary stochastic bequest games
• Markov perfect equilibria in OLG models with risk sensitive agents
• Existence of perfect equilibria in a class of multigenerational stochastic games of capital accumulation
• On perfect equilibria in stochastic models of growth with intergenerational altruism
• Non-paternalistic intergenerational altruism revisited
• Doing it now, later, or never
• A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
• The Existence of Perfect Equilibria in a Model of Growth with Altruism between Generations
• Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
• Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
• The Transition to Market Economies in an Endogenous Growth Model with Altruistic Agents
• Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
• Markov perfect equilibria in altruistic growth economies with production uncertainty
• Markov decision processes with risk-sensitive criteria: an overview
• Markov perfect equilibria in stochastic growth models with quasi-hyperbolic discounting and risk-sensitive preferences
• Markov decision processes: monotonicity of optimal policy in exponential and quasi-hyperbolic discounting parameters

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