Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
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Publication:402090
DOI10.1016/J.JET.2014.01.005zbMATH Open1296.91021OpenAlexW2123028784MaRDI QIDQ402090FDOQ402090
Authors: Anna Jaskiewicz, Andrzej S. Nowak 
Publication date: 27 August 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2014.01.005
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overlapping generations modelintergenerational stochastic gamerisk sensitive optimisationstationary Markov perfect equilibrium
Decision theory (91B06) Stochastic games, stochastic differential games (91A15) Economic growth models (91B62)
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Cited In (24)
- Indeterminacy of stationary equilibrium in stochastic overlapping generations models
- Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors
- Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
- Non-paternalistic intergenerational altruism revisited
- Comparative Dynamics and Risk Premia in an Overlapping Generations Model
- Stationary Markov perfect equilibria in discounted stochastic games
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- Markov-perfect equilibria in intergenerational games with consistent preferences
- Markov perfect equilibria in OLG models with risk sensitive agents
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