Abstract recursive utility

DOI10.1006/JMAA.1993.1160zbMATH Open0789.90007OpenAlexW2041628768MaRDI QIDQ2367775FDOQ2367775

Authors: Peter A. Streufert 

Publication date: 15 August 1993

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1993.1160

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zbMATH Keywords

decompositionstochastic dynamic optimizationnonpaternalistic intergenerational altruismintergenerational equilibriumtail insensitivity

Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (6)

• On the role of generating functions when preferences are recursive
• Koopmans' constant discounting for intertemporal choice: A simplification and a generalization
• On a linearization of the recursion \(U(x_0,x_1,x_2,\ldots )=\varphi (x_0, U(x_1,x_2,\ldots ))\) and its application in economics
• Remarks on a linearization of Koopmans recursion
• Recursive utility with unbounded aggregators
• A general theory of separability for preferences defined on a countably infinite product space

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