Recursive utility and parameter uncertainty

DOI10.1016/J.JET.2019.02.005MaRDI QIDQ2415991zbMATH OpenOpenAlexWikidataFDO

Authors Eran Shmaya, Nabil I. Al-Najjar

Publication date 23 May 2019

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2019.02.005

zbMATH Keywords

recursive utilityparameter uncertainty

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

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• A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic games
• Learning the fundamentals in a stationary environment
• On monotone recursive preferences
• On the uniform consistency of Bayes estimates for multinomial probabilities
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Unique solutions for stochastic recursive utilities

Cited in

(3)

• Pathwise concentration bounds for Bayesian beliefs
• Intertemporal hedging and trade in repeated games with recursive utility
• scientific article; zbMATH DE number 221615 (Why is no real title available?)

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