Recursive allocations and wealth distribution with multiple goods: existence, survivorship, and dynamics

DOI10.3982/QE457zbMATH Open1419.91394MaRDI QIDQ4629414FDOQ4629414

Authors:

Publication date: 27 March 2019

Published in: Quantitative Economics (Search for Journal in Brave)

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zbMATH Keywords

equilibriummultiple agentsrecursive preferences

Mathematics Subject Classification ID

Individual preferences (91B08) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Utility theory (91B16) Economic growth models (91B62)

Cites Work

• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• The Global Stability of Efficient Intertemporal Allocations
• Discounted linear exponential quadratic Gaussian control
• Robustness
• Optimal growth with many consumers
• Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents
• Market equilibrium with heterogeneous recursive-utility-maximizing agents
• Small noise methods for risk-sensitive/robust economies
• Asymmetric information and survival in financial markets
• Efficient and equilibrium allocations with stochastic differential utility
• Discounting and optimizing: Capital accumulation problems as variational minmax problems
• Efficient intertemporal allocations with recursive utility.
• Structure of Pareto optima when agents have stochastic recursive preferences
• The dynamics of risk-sensitive allocations

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