Unique solutions for stochastic recursive utilities
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Cites work
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Cited in
(41)- Recursive smooth ambiguity preferences
- Convex dynamic programming with (bounded) recursive utility
- Asset prices in an ambiguous economy
- Dynamic programming with state-dependent discounting
- A new preference model that allows for narrow framing
- Ambiguity aversion and wealth effects
- Existence and uniqueness of recursive utilities without boundedness
- Reference points and learning
- On recursive utilities with non-affine aggregator and conditional certainty equivalent
- Advances in growth and macroeconomic dynamics: \textit{in memory of Carine Nourry}
- Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory
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