The Continuity of Optimal Dynamic Decision Rules

DOI10.2307/1912305MaRDI QIDQ4138440zbMATH OpenOpenAlexFDO

Authors James S. Jordan

Publication date 1977

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912305

Mathematics Subject Classification ID

Decision theory (91B06) General equilibrium theory (91B50)

Cited in

(14)

• Recursive equilibrium with price perfect foresight and a minimal state space
• Parametric continuity in dynamic programming problems
• Estimating processes in adapted Wasserstein distance
• All adapted topologies are equal
• The topology of information on the space of probability measures over Polish spaces
• An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
• Existence of an equilibrium for infinite horizon economies with and without complete information
• Information, measurability, and continuous behavior.
• Temporary competitive equilibrium in a monetary economy with uncertain technology and many planning periods
• Existence and multiplicity of temporary equilibria under nominal price rigidities
• Parametric continuity in dynamic programming problems
• Sequential decisions under uncertainty and the maximum theorem
• Beliefs, payoffs, information: on the robustness of the BDP property in models with endogenous beliefs
• Temporary competitive equilibrium and the existence of self-fulfilling expectations

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