Stochastic dynamic programming under recursive Epstein-Zin preferences

MaRDI QIDQ6750353arXivFDO

Authors Anna Jaskiewicz, Andrzej S. Nowak

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

arXiv classification

math.OC

This page was built for publication: Stochastic dynamic programming under recursive Epstein-Zin preferences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6750353)