On variable discounting in dynamic programming: applications to resource extraction and other economic models
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Cites work
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- 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
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- Recursive utility and optimal growth with bounded or unbounded returns
- Recursive utility and the Ramsey problem
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- Temporal Resolution of Uncertainty and Dynamic Choice Theory
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Cited in
(17)- 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 stochastic non-linear discounting
- On maximin dynamic programming and the rate of discount
- Generalised discounting in dynamic programming with unbounded returns
- On finite approximations to Markov decision processes with recursive and nonlinear discounting
- Stochastic dynamic programming with non-linear discounting
- scientific article; zbMATH DE number 3914033 (Why is no real title available?)
- Dynamic programming with state-dependent discounting
- Markov perfect equilibria in OLG models with risk sensitive agents
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