The dual approach to recursive optimization: theory and examples

DOI10.3982/ECTA11905MaRDI QIDQ4628430zbMATH OpenOpenAlexFDO

Authors Nicola Pavoni, Christopher Sleet, Matthias Messner

Publication date 13 March 2019

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta11905

zbMATH Keywords

contraction mappingdualitydynamic contractsdynamic programming

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Dynamic programming (90C39) Economic dynamics (91B55)

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(9)

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• Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
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• On the recursive saddle point method
• Ruling out multiplicity of smooth equilibria in dynamic games: a hyperbolic discounting example
• Recursive contracts
• A Negishi approach to recursive contracts
• Do taxspots matter? A study of optimal tax uncertainty

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