Discounting models for outcomes over continuous time
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DOI: 10.1016/j.jmateco.2012.07.001
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- Charles M. Harvey & Lars Peter Østerdal, 2011. "Discounting Models for Outcomes over Continuous Time," Discussion Papers 11-12, University of Copenhagen. Department of Economics.
References listed on IDEAS
- Charles M. Harvey, 1986. "Value Functions for Infinite-Period Planning," Management Science, INFORMS, vol. 32(9), pages 1123-1139, September.
- Charles Harvey, 1995. "Proportional Discounting of Future Costs and Benefits," Mathematics of Operations Research, INFORMS, vol. 20(2), pages 381-399, May.
- W. M. Gorman, 1968. "The Structure of Utility Functions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 35(4), pages 367-390.
- Charles M. Harvey & Lars Peter Østerdal, 2007. "Integral-Value Models for Outcomes over Continuous Time," Discussion Papers 07-10, University of Copenhagen. Department of Economics.
- A. C. Williams & J. I. Nassar, 1966. "Financial Measurement of Capital Investments," Management Science, INFORMS, vol. 12(11), pages 851-864, July.
- Kopylov, Igor, 2010. "Simple axioms for countably additive subjective probability," Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 867-876, September.
- Harvey, Charles M., 1994. "The reasonableness of non-constant discounting," Journal of Public Economics, Elsevier, vol. 53(1), pages 31-51, January.
- Jörgen W. Weibull, 1985. "Discounted-Value Representations of Temporal Preferences," Mathematics of Operations Research, INFORMS, vol. 10(2), pages 244-250, May.
Citations
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Cited by:
- Drouhin, Nicolas, 2020.
"Non-stationary additive utility and time consistency,"
Journal of Mathematical Economics, Elsevier, vol. 86(C), pages 1-14.
- Nicolas Drouhin, 2019. "Non stationary additive utility and time consistency," Working Papers halshs-01238584, HAL.
- Nicolas Drouhin, 2020. "Non-stationary additive utility and time consistency," Post-Print halshs-02363089, HAL.
- Lorenzo Bastianello & Vassili Vergopoulos, 2024. "Discounted Subjective Expected Utility in Continuous Time," Papers 2403.15319, arXiv.org.
- Webb, Craig S., 2016.
"Continuous quasi-hyperbolic discounting,"
Journal of Mathematical Economics, Elsevier, vol. 64(C), pages 99-106.
- Craig Webb, 2016. "Continuous Quasi-Hyperbolic Discounting," Economics Discussion Paper Series 1602, Economics, The University of Manchester.
- Pavlo Blavatskyy, 2020. "Expected discounted utility," Theory and Decision, Springer, vol. 88(2), pages 297-313, March.
- Marcus Pivato, 2021.
"Intertemporal Choice with Continuity Constraints,"
Mathematics of Operations Research, INFORMS, vol. 46(3), pages 1203-1229, August.
- Marcus Pivato, 2021. "Intertemporal Choice with Continuity Constraints," Post-Print hal-03637876, HAL.
- Hara, Kazuhiro, 2016. "Characterization of stationary preferences in a continuous time framework," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 34-43.
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Keywords
Continuous time; Integral discounting; Integral utility function;All these keywords.
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