Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
From MaRDI portal
Publication:414379
DOI10.1016/j.jmateco.2012.02.002zbMath1236.91097WikidataQ115789534 ScholiaQ115789534MaRDI QIDQ414379
Łukasz Woźny, Łukasz Balbus, Kevin L. Reffett
Publication date: 11 May 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.02.002
91B52: Special types of economic equilibria
91B70: Stochastic models in economics
91A15: Stochastic games, stochastic differential games
Related Items
Non-paternalistic intergenerational altruism revisited, Preface: Special issue on dynamic games in macroeconomics, A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states, Markov stationary equilibria in stochastic supermodular games with imperfect private and public information, Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models, A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism, On recursive utilities with non-affine aggregator and conditional certainty equivalent, Stochastic bequest games, Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies, A constructive study of Markov equilibria in stochastic games with strategic complementarities, Stochastic optimal growth with risky labor supply
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the computation of value correspondences for dynamic games
- A note on the implementation of rational expectations equilibria
- Construction of Nash equilibria in symmetric stochastic games of capital accumulation.
- On the nonexistence of recursive equilibrium in stochastic OLG economies
- The probability approach to general equilibrium with production
- On price characterization and Pareto-efficiency of game equilibrium growth
- An extension of the usual model in statistical decision theory with applications to stochastic optimization problems
- A model of economic growth with altruism between generations
- Sustainable plans and debt
- Time consistent taxation by a government with redistributive goals
- Markov equilibria of stochastic games with complementarities
- Dynamic programming solution of incentive constrained problems
- A new look at optimal growth under uncertainty
- Existence and uniqueness of equilibrium in distorted dynamic economies with capital and labor
- Stationary Markov equilibria for overlapping generations
- Strategic intergenerational bequests with stochastic convex production
- Complementarity and diagonal dominance in discounted stochastic games
- Existence of perfect equilibria in a class of multigenerational stochastic games of capital accumulation
- On perfect equilibria in stochastic models of growth with intergenerational altruism
- Measurable selections of extrema
- Dynamic equilibria in multigeneration stochastic games
- Time-Consistent Public Policy
- The Existence of Perfect Equilibria in a Model of Growth with Altruism between Generations
- Invariant Distributions and the Limiting Behavior of Markovian Economic Models
- On Nash Equilibrium Programs of Capital Accumulation under Altruistic Preferences
- Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
- Minimizing a Submodular Function on a Lattice
- Dynamic Choices of Hyperbolic Consumers
- Sequential Equilibria in a Ramsey Tax Model
- Uniformly Contractive Fixed Points in Compact Metric Spaces
- Recursive Equilibrium in Stochastic Overlapping-Generations Economies
- International Lending with Moral Hazard and Risk of Repudiation
- Accuracy of Simulations for Stochastic Dynamic Models
- NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS
- Consumption-Savings Decisions with Quasi-Geometric Discounting
- On the Existence of a Consistent Course of Action when Tastes are Changing