The following pages link to Juan Pablo Rincón-Zapatero (Q439263):
Displaying 31 items.
- Differentiability of the value function in continuous-time economic models (Q439265) (← links)
- (Q597181) (redirect page) (← links)
- Direct method comparing efficient and nonefficient payoffs in differential games (Q597182) (← links)
- On a PDE arising in one-dimensional stochastic control problems (Q607894) (← links)
- Differentiability of the value function without interiority assumptions (Q840678) (← links)
- Characterization of Markovian equilibria in a class of differential games (Q953637) (← links)
- Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games (Q953789) (← links)
- Hopf-Lax formula for variational problems with non-constant discount (Q973224) (← links)
- Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
- On the impossibility of representing infinite utility streams (Q1016338) (← links)
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
- Minimization of risks in pension funding by means of contributions and portfolio selection. (Q1413280) (← links)
- Stochastic differential games for which the open-loop equilibrium is subgame perfect (Q1649022) (← links)
- Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
- Envelope theorem in dynamic economic models with recursive utility (Q1787264) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
- Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory (Q2236202) (← links)
- Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset (Q2351707) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
- Recursive utility with unbounded aggregators (Q2385119) (← links)
- Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
- New approach to stochastic optimal control (Q2465462) (← links)
- Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
- (Q2872760) (← links)
- Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case'' Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555 (Q3627286) (← links)
- (Q4407381) (← links)
- (Q4410096) (← links)
- Certainty equivalence principle in stochastic differential games: An inverse problem approach (Q5241030) (← links)
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case (Q5472995) (← links)
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming (Q6631810) (← links)
