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Cites work
- scientific article; zbMATH DE number 5562045 (Why is no real title available?)
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- scientific article; zbMATH DE number 6931762 (Why is no real title available?)
- A Smooth Model of Decision Making under Ambiguity
- Asset pricing theory.
- Consumption and Portfolio Decisions when Expected Returns are Time Varying
- Convex dynamic programming with (bounded) recursive utility
- Correlation inequalities on some partially ordered sets
- Discounted dynamic programming with unbounded returns: application to economic models
- Discounted linear exponential quadratic Gaussian control
- Discounting long run average growth in stochastic dynamic programs
- Dynamic programming for non-additive stochastic objectives
- Dynamic programming with homogeneous functions
- Dynamic programming with state-dependent discounting
- Dynamic programming with value convexity
- Economic dynamics in discrete time
- Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- Existence and uniqueness of a fixed point for local contractions
- Existence and uniqueness of recursive utilities without boundedness
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
- Fatou's lemma for weakly converging probabilities
- Infinite dimensional analysis. A hitchhiker's guide.
- Measurable selections of extrema
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Nonparametric stochastic discount factor decomposition
- On discounted dynamic programming with unbounded returns
- On dynamic programming with unbounded returns
- On recursive utilities with non-affine aggregator and conditional certainty equivalent
- On temporal aggregators and dynamic programming
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Optimal growth with many consumers
- Precautionary Savings and the Permanent Income Hypothesis
- Recursive utility and optimal growth with bounded or unbounded returns
- Recursive utility and the Ramsey problem
- Robustness
- Stationary Ordinal Utility and Impatience
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Stochastic optimal growth model with risk sensitive preferences
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- The unit root property and optimality with a continuum of states -- pure exchange
- Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory
- Unbounded dynamic programming via the Q-transform
- Unique Tarski Fixed Points
- Unique solutions for stochastic recursive utilities
Cited in
(6)- Unbounded Markov dynamic programming with weighted supremum norm Perov contractions
- Dynamic programs on partially ordered sets
- General theory of equilibrium in models with complementarities
- Recursive utility for Thompson aggregators: uniqueness via concave operator theory and iterative approximations
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
- An approximation approach to dynamic programming with unbounded returns
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