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Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence

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Cited by:

  1. Le Van, Cuong & Morhaim, Lisa, 2002. "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, vol. 105(1), pages 158-187, July.
  2. Le Van, Cuong & Vailakis, Yiannis, 2005. "Recursive utility and optimal growth with bounded or unbounded returns," Journal of Economic Theory, Elsevier, vol. 123(2), pages 187-209, August.
  3. Jean-Pierre Drugeon & Thai Ha-Huy & Thi Do Hanh Nguyen, 2019. "On maximin dynamic programming and the rate of discount," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(3), pages 703-729, April.
  4. Chavas, Jean-Paul & Holt, Matthew T., 1995. "Nonlinear Dynamics And Economic Instability: The Optimal Management Of A Biological Population," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(2), pages 1-16, December.
  5. Streufert, P. A., 1995. "A general theory of separability for preferences defined on a countably infinite product space," Journal of Mathematical Economics, Elsevier, vol. 24(5), pages 407-434.
  6. Jaroslav Borovička & John Stachurski, 2020. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Journal of Finance, American Finance Association, vol. 75(3), pages 1457-1493, June.
  7. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On temporal aggregators and dynamic programming," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 787-817, October.
  8. Krebs, Tom & Kuhn, Moritz & Wright, Mark L. J., 2016. "Insurance in Human Capital Models with Limited Enforcement," IZA Discussion Papers 9948, Institute of Labor Economics (IZA).
  9. Ozaki, Hiroyuki & Streufert, Peter A., 1996. "Dynamic programming for non-additive stochastic objectives," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 391-442.
  10. Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008. "Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation," Working Papers hal-00294828, HAL.
  11. Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008. "Monotone concave operators: An application to the existence and uniqueness of solutions to the Bellman equation," Discussion Papers 0803, University of Exeter, Department of Economics.
  12. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Post-Print halshs-01169552, HAL.
  13. Bloise, Gaetano & Vailakis, Yiannis, 2018. "Convex dynamic programming with (bounded) recursive utility," Journal of Economic Theory, Elsevier, vol. 173(C), pages 118-141.
  14. Carter, Michael R. & Zimmerman, Frederick J., 2000. "The dynamic cost and persistence of asset inequality in an agrarian economy," Journal of Development Economics, Elsevier, vol. 63(2), pages 265-302, December.
  15. Krebs, Tom & Scheffel, Martin, 2019. "Optimal Social Insurance and Rising Labor Market Risk," IZA Discussion Papers 12128, Institute of Labor Economics (IZA).
  16. Gaetano Bloise & Cuong Le Van & Yiannis Vailakis, 2024. "Do not Blame Bellman: It Is Koopmans' Fault," Econometrica, Econometric Society, vol. 92(1), pages 111-140, January.
  17. Tom Krebs & Martin Scheffel, 2013. "Macroeconomic Evaluation of Labor Market Reform in Germany," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 61(4), pages 664-701, December.
  18. Ma, Chenghu, 1998. "Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility," Journal of Economic Dynamics and Control, Elsevier, vol. 23(1), pages 97-112, September.
  19. Glomm, Gerhard & Ravikumar, B., 1999. "Competitive equilibrium and public investment plans," Journal of Economic Dynamics and Control, Elsevier, vol. 23(8), pages 1207-1224, August.
  20. Jorge DurÂn, 2000. "On dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(2), pages 339-352.
  21. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169552, HAL.
  22. Barbera, Salvador & Perea, Andres, 2002. "Supporting others and the evolution of influence," Journal of Economic Dynamics and Control, Elsevier, vol. 26(12), pages 2051-2092, October.
  23. Joshi, Sumit, 1997. "Recursive utility, martingales, and the asymptotic behaviour of optimal processes," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 505-523.
  24. Tom Krebs & Moritz Kuhn & Mark Wright, 2017. "Under-Insurance in Human Capital Models with Limited Enforcement," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 121-150, April.
  25. Krebs, Tom & Scheffel, Martin, 2016. "Labor Market Institutions and the Cost of Recessions," IZA Discussion Papers 10442, Institute of Labor Economics (IZA).
  26. Bloise, G. & Van, C. Le & Vailakis, Y., 2024. "An approximation approach to dynamic programming with unbounded returns," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  27. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01437496, HAL.
  28. Jean-Paul Chavas, 2004. "On Impatience, Economic Growth and the Environmental Kuznets Curve: A Dynamic Analysis of Resource Management," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 28(2), pages 123-152, June.
  29. Joshi, Sumit, 1995. "Recursive utility and optimal growth under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 601-617.
  30. Streufert, Peter A., 1996. "Biconvergent stochastic dynamic programming, asymptotic impatience, and 'average' growth," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 385-413.
  31. Zimmerman, Frederick J. & Carter, Michael R., 2003. "Asset smoothing, consumption smoothing and the reproduction of inequality under risk and subsistence constraints," Journal of Development Economics, Elsevier, vol. 71(2), pages 233-260, August.
  32. Jean-Paul Chavas & Hector J. Villarreal, 2005. "The Microeconomics of Poverty Traps in Mexico," DEGIT Conference Papers c010_050, DEGIT, Dynamics, Economic Growth, and International Trade.
  33. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Documents de travail du Centre d'Economie de la Sorbonne 15053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  34. Masayuki Yao, 2016. "Recursive Utility and the Solution to the Bellman Equation," Discussion Paper Series DP2016-08, Research Institute for Economics & Business Administration, Kobe University.
  35. Carter, Michael R. & Zimmerman, Frederic, 1998. "The Dynamic Cost And Persistence Of Asset Inequality In An Agrarian Economy," Staff Papers 12644, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  36. Toda, Alexis Akira, 2014. "Incomplete market dynamics and cross-sectional distributions," Journal of Economic Theory, Elsevier, vol. 154(C), pages 310-348.
  37. Rustichini, Aldo, 1998. "Dynamic Programming Solution of Incentive Constrained Problems," Journal of Economic Theory, Elsevier, vol. 78(2), pages 329-354, February.
  38. Mr. Tom Krebs & Mr. Martin Scheffel, 2013. "Macroeconomic Evaluation of Labor Market Reform in Germany," IMF Working Papers 2013/042, International Monetary Fund.
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