Recursive utility, martingales, and the asymptotic behaviour of optimal processes
From MaRDI portal
Publication:673261
DOI10.1016/S0165-1889(96)00942-6zbMath0879.90044MaRDI QIDQ673261
Publication date: 28 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
91B62: Economic growth models
Cites Work
- Global asymptotic stability results for multisector models of optional growth under uncertainty when future utilities are discounted
- Recursive utility and the Ramsey problem
- A complete characterization of optimal growth paths in an aggregated model with a non-concave production function
- Optimal growth in a stochastic environment: Some sensitivity and turnpike results
- A note on the stochastic value loss assumption
- Intertemporal allocation with a non-convex technology: The aggregative framework
- On the existence of optimal processes in non-stationary environments
- On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty
- A unifying approach to axiomatic non-expected utility theories
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
- Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
- Minimizing a Submodular Function on a Lattice
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- On Optimal Economic Growth with Changing Technology and Tastes: Characterization and Stability Results
- Unnamed Item
