Characterization of stationary preferences in a continuous time framework

DOI10.1016/j.jmateco.2015.11.005zbMath1368.91092OpenAlexW2204530817MaRDI QIDQ268608

Kazuhiro Hara

Publication date: 15 April 2016

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.11.005

zbMATH Keywords

continuous timeexponential discountingSkorohod metricstationary preference

Mathematics Subject Classification ID

Utility theory (91B16) Economic growth models (91B62) Individual preferences (91B08)

Related Items

Intertemporal Choice with Continuity Constraints

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Discounting models for outcomes over continuous time
• Simple axioms for countably additive subjective probability
• Stationary cardinal utility and optimal growth under uncertainty
• Algebraic representation of additive structures with an infinite number of components
• Time-additive representations of preferences when consumption grows without bound
• A simple dynamic general equilibrium model
• Koopmans' constant discounting for intertemporal choice: A simplification and a generalization
• The Global Stability of Efficient Intertemporal Allocations
• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
• Stationary Ordinal Utility and Impatience
• Convergence of stochastic processes