Recursive utility, martingales, and the asymptotic behaviour of optimal processes
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Cites work
- scientific article; zbMATH DE number 3638844 (Why is no real title available?)
- A complete characterization of optimal growth paths in an aggregated model with a non-concave production function
- A note on the stochastic value loss assumption
- A unifying approach to axiomatic non-expected utility theories
- Global asymptotic stability results for multisector models of optional growth under uncertainty when future utilities are discounted
- Intertemporal allocation with a non-convex technology: The aggregative framework
- Minimizing a Submodular Function on a Lattice
- On Optimal Economic Growth with Changing Technology and Tastes: Characterization and Stability Results
- On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty
- On the existence of optimal processes in non-stationary environments
- One-Sector Nonclassical Optimal Growth: Optimality Conditions and Comparative Dynamics
- Optimal growth in a stochastic environment: Some sensitivity and turnpike results
- Recursive utility and the Ramsey problem
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
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