On variable discounting in dynamic programming: applications to resource extraction and other economic models
From MaRDI portal
Publication:475309
Recommendations
- Generalised discounting in dynamic programming with unbounded returns
- Dynamic programming with state-dependent discounting
- ``Hyperbolic discounting: a recursive formulation and an application to economic growth
- Discounted dynamic programming with unbounded returns: application to economic models
- Heterogeneous discounting in economic problems
Cites work
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- scientific article; zbMATH DE number 3498502 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 1973375 (Why is no real title available?)
- scientific article; zbMATH DE number 1786118 (Why is no real title available?)
- scientific article; zbMATH DE number 3320878 (Why is no real title available?)
- scientific article; zbMATH DE number 3186512 (Why is no real title available?)
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Contraction Mappings in the Theory Underlying Dynamic Programming
- Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555
- Discounted Dynamic Programming
- Discrete-Time Recursive Utility
- Dynamic programming with homogeneous functions
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- Negative Dynamic Programming
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Optimal growth with many consumers
- Persistently optimal policies in stochastic dynamic programming with generalized discounting
- Random dynamical systems. Theory and applications
- Recursive utility and optimal growth with bounded or unbounded returns
- Recursive utility and the Ramsey problem
- Stationary Ordinal Utility and Impatience
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Unique solutions for stochastic recursive utilities
Cited in
(16)- ON HYPERBOLIC TIME DISCOUNTING IN EXHAUSTIBLE RESOURCE MODELS: AN APPLICATION TO WORLD OIL RESOURCES
- Stochastic dynamic programming with non-linear discounting
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
- On finite approximations to Markov decision processes with recursive and nonlinear discounting
- Set-valued Leader type contractions, periodic point and endpoint theorems, quasi-triangular spaces, Bellman and Volterra equations
- Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski's FPT
- On maximin dynamic programming and the rate of discount
- Generalised discounting in dynamic programming with unbounded returns
- Dynamic programming with state-dependent discounting
- Markov perfect equilibria in OLG models with risk sensitive agents
- On the connection between a skew product IFS and the ergodic optimization for a finite family of potentials
- Two peas in a pod: discounting models as a special case of the VARMAX
- On temporal aggregators and dynamic programming
- On recursive utilities with non-affine aggregator and conditional certainty equivalent
- Applications of variable discounting dynamic programming to iterated function systems and related problems
- scientific article; zbMATH DE number 3914033 (Why is no real title available?)
This page was built for publication: On variable discounting in dynamic programming: applications to resource extraction and other economic models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q475309)
