On discounted dynamic programming with unbounded returns
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Cites work
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- Discounting long run average growth in stochastic dynamic programs
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- Measurable selections of extrema
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- Optimal growth models with bounded or unbounded returns: A unifying approach
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- Recursive utility with unbounded aggregators
- Stochastic optimal control. The discrete time case
- Universally measurable strategies in zero-sum stochastic games
Cited in
(25)- Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski's FPT
- On maximin dynamic programming and the rate of discount
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
- Generalised discounting in dynamic programming with unbounded returns
- On the expected total reward with unbounded returns for Markov decision processes
- Dynamic programming with state-dependent discounting
- Extinction in common property resource models: an analytically tractable example
- Markov perfect equilibria in OLG models with risk sensitive agents
- Unbounded dynamic programming via the Q-transform
- Stochastic games with unbounded payoffs: applications to robust control in economics
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Do not blame Bellman: it is Koopmans' fault
- Stochastic optimal growth model with risk sensitive preferences
- On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
- Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
- Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
- Discounted dynamic programming with unbounded returns: application to economic models
- Convex dynamic programming with (bounded) recursive utility
- An approximation approach to dynamic programming with unbounded returns
- Optimality of Ramsey-Euler policy in the stochastic growth model
- Infinite-horizon deterministic dynamic programming in discrete time: a monotone convergence principle and a penalty method
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