The following pages link to John Stachurski (Q281411):
Displaying 38 items.
- Seeking ergodicity in dynamic economies (Q281412) (← links)
- Fitted value function iteration with probability one contractions (Q315623) (← links)
- Simple fixed point results for order-preserving self-maps and applications to nonlinear Markov operators (Q402499) (← links)
- An order-theoretic mixing condition for monotone Markov chains (Q419217) (← links)
- Corrigendum to ``An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity'' (Q785536) (← links)
- Stochastic optimal growth with nonconvexities (Q881983) (← links)
- Continuous state dynamic programming via nonexpansive approximation (Q928140) (← links)
- Perfect simulation of stationary equilibria (Q964569) (← links)
- Equilibrium storage with multiple commodities (Q999736) (← links)
- Stochastic optimal policies when the discount rate vanishes (Q1017044) (← links)
- Economic dynamical systems with multiplicative noise. (Q1395001) (← links)
- Stochastic growth: asymptotic distributions (Q1404159) (← links)
- Optimal timing of decisions: a general theory based on continuation values (Q1734573) (← links)
- Volatile capital flows and financial integration: the role of moral hazard (Q1757566) (← links)
- Stability of stochastic optimal growth models: a new approach (Q1779808) (← links)
- Stochastic optimal growth with unbounded shock (Q1851228) (← links)
- Solving the income fluctuation problem with unbounded rewards (Q1994615) (← links)
- Dynamic programming with state-dependent discounting (Q1995327) (← links)
- Stability of equilibrium asset pricing models: a necessary and sufficient condition (Q2025023) (← links)
- Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
- The income fluctuation problem and the evolution of wealth (Q2173086) (← links)
- Coase meets Bellman: dynamic programming for production networks (Q2231373) (← links)
- Perfect simulation for models of industry dynamics (Q2258847) (← links)
- Endogenous inequality and fluctuations in a two-country model (Q2271370) (← links)
- Parametric continuity of stationary distributions (Q2385115) (← links)
- An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity (Q2419589) (← links)
- Stochastic optimal growth with risky labor supply (Q2441219) (← links)
- Partial stochastic dominance via optimal transport (Q2661524) (← links)
- Dynamic programming with value convexity (Q2665320) (← links)
- BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS (Q2907909) (← links)
- Generalized Look-Ahead Methods for Computing Stationary Densities (Q2925342) (← links)
- (Q2957422) (← links)
- Stochastic Growth with Increasing Returns: Stability and Path Dependence (Q3368309) (← links)
- Log-linearization of stochastic economic models† (Q3435952) (← links)
- A unified stability theory for classical and monotone Markov chains (Q4968507) (← links)
- Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency (Q5031647) (← links)
- Computing the Distributions of Economic Models via Simulation (Q5456473) (← links)
- Asset pricing with time preference shocks: existence and uniqueness (Q6122066) (← links)
