On the recursive saddle point method

DOI10.1007/s13235-015-0137-3zbMath1348.90611OpenAlexW1886761042MaRDI QIDQ298294

Matthias Messner, Nicola Pavoni

Publication date: 20 June 2016

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://econpapers.repec.org/RePEc:igi:igierp:255

zbMATH Keywords

dynamic programmingrecursive contractsrecursive saddle point

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming (90C39) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (7)

Preface: Special issue on dynamic games in macroeconomics ⋮ Solving dynamic public insurance games with endogenous agent distributions: theory and computational approximation ⋮ The envelope theorem, Euler and Bellman equations, without differentiability ⋮ A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism ⋮ Repeated moral hazard and recursive Lagrangeans ⋮ Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers ⋮ Endogenous borrowing constraints and stagnation in Latin America

Cites Work

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• Sequential Equilibria in a Ramsey Tax Model
• The Dual Approach to Recursive Optimization: Theory and Examples
• Optimal Lending Contracts and Firm Dynamics
• Recursive Contracts
• International Business Cycles with Endogenous Incomplete Markets

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