Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics
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DOI: 10.1007/s13235-011-0013-8
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- Anindya Goswami & Nimit Rana & Tak Kuen Siu, 2021. "Regime Switching Optimal Growth Model with Risk Sensitive Preferences," Papers 2110.15025, arXiv.org, revised Nov 2021.
- Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak, 2020. "Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting," Annals of Operations Research, Springer, vol. 287(2), pages 573-591, April.
- Anna Jaśkiewicz & Andrzej S. Nowak, 2018. "On symmetric stochastic games of resource extraction with weakly continuous transitions," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 239-256, July.
- François Dufour & Tomás Prieto-Rumeau, 2019. "Approximation of Discounted Minimax Markov Control Problems and Zero-Sum Markov Games Using Hausdorff and Wasserstein Distances," Dynamic Games and Applications, Springer, vol. 9(1), pages 68-102, March.
- Nicole Bauerle & Alexander Glauner, 2020. "Distributionally Robust Markov Decision Processes and their Connection to Risk Measures," Papers 2007.13103, arXiv.org.
- Luque-Vásquez, Fernando & Adolfo Minjárez-Sosa, J., 2014. "A note on the σ-compactness of sets of probability measures on metric spaces," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 212-214.
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- Mele, Antonio & Molnár, Krisztina & Santoro, Sergio, 2020.
"On the perils of stabilizing prices when agents are learning,"
Journal of Monetary Economics, Elsevier, vol. 115(C), pages 339-353.
- Mele, Antonio & Molnar, Krisztina & Santoro, Sergio, 2014. "On the perils of stabilizing prices when agents are learning," Discussion Paper Series in Economics 1/2015, Norwegian School of Economics, Department of Economics.
- Antonio Mele & Krisztina Molnar & Sergio Santoro, 2015. "On the perils of stabilizing prices when agents are learning," School of Economics Discussion Papers 0215, School of Economics, University of Surrey.
- Mele, Antonio & Molnar, Krisztina & Santoro, Sergio, 2018. "On the perils of stabilizing prices when agents are learning," Discussion Paper Series in Economics 22/2018, Norwegian School of Economics, Department of Economics.
- Antonio Mele & Krisztina Molnár & Sergio Santoro, 2015. "On the Perils of Stabilizing Prices when Agents are Learning," CESifo Working Paper Series 5173, CESifo.
- Qingda Wei & Xian Chen, 2021. "Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs," Dynamic Games and Applications, Springer, vol. 11(4), pages 835-862, December.
- A. Jaśkiewicz & J. Matkowski & A. S. Nowak, 2013.
"Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting,"
Mathematics of Operations Research, INFORMS, vol. 38(1), pages 108-121, February.
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- Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
- Nicole Bauerle & Anna Ja'skiewicz, 2015. "Stochastic Optimal Growth Model with Risk Sensitive Preferences," Papers 1509.05638, arXiv.org.
- Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak, 2020. "Equilibria in Altruistic Economic Growth Models," Dynamic Games and Applications, Springer, vol. 10(1), pages 1-18, March.
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Keywords
Zero-sum stochastic games; Robust control; Optimal growth theory; Macroeconomic dynamics;All these keywords.
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