Discounting models for outcomes over continuous time

DOI10.1016/j.jmateco.2012.07.001zbMath1260.91046MaRDI QIDQ455918

Lars Peter Østerdal, Charles M. Harvey

Publication date: 22 October 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.07.001

zbMATH Keywords

continuous time; integral discounting; integral utility function

Mathematics Subject Classification ID

91B02: Fundamental topics (basic mathematics, methodology; applicable to economics in general)

Related Items

Optimization of Two-Level Discount Values Using Queueing Tandem Model with Feedback, Characterization of stationary preferences in a continuous time framework, Continuous quasi-hyperbolic discounting, Expected discounted utility, Non-stationary additive utility and time consistency

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