On variable discounting in dynamic programming: applications to resource extraction and other economic models
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Publication:475309
DOI10.1007/S10479-011-0931-2zbMATH Open1309.90119OpenAlexW2073842122MaRDI QIDQ475309FDOQ475309
Authors: Anna Jaskiewicz, Janusz Matkowski, Andrzej S. Nowak 
Publication date: 26 November 2014
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/31069/1/MPRA_paper_31069.pdf
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Cited In (16)
- ON HYPERBOLIC TIME DISCOUNTING IN EXHAUSTIBLE RESOURCE MODELS: AN APPLICATION TO WORLD OIL RESOURCES
- Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski's FPT
- On the connection between a skew product IFS and the ergodic optimization for a finite family of potentials
- Applications of variable discounting dynamic programming to iterated function systems and related problems
- On temporal aggregators and dynamic programming
- On recursive utilities with non-affine aggregator and conditional certainty equivalent
- Set-valued Leader type contractions, periodic point and endpoint theorems, quasi-triangular spaces, Bellman and Volterra equations
- Two peas in a pod: discounting models as a special case of the VARMAX
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
- On maximin dynamic programming and the rate of discount
- On finite approximations to Markov decision processes with recursive and nonlinear discounting
- Generalised discounting in dynamic programming with unbounded returns
- Stochastic dynamic programming with non-linear discounting
- Title not available (Why is that?)
- Dynamic programming with state-dependent discounting
- Markov perfect equilibria in OLG models with risk sensitive agents
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