Pages that link to "Item:Q1693187"
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The following pages link to Stochastic optimal growth model with risk sensitive preferences (Q1693187):
Displaying 31 items.
- Sustained positive consumption in a model of stochastic growth: the role of risk aversion (Q413517) (← links)
- Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty (Q799464) (← links)
- The dynamics of risk-sensitive allocations (Q813942) (← links)
- A stochastic optimal growth model with a depreciation factor (Q974716) (← links)
- Capital deepening and impatience equivalence in stochastic aggregative growth models (Q1099047) (← links)
- Optimality of Ramsey-Euler policy in the stochastic growth model (Q1676452) (← links)
- Optimal simple rules in RE models with risk sensitive preferences (Q1934180) (← links)
- Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430) (← links)
- Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
- Regime switching optimal growth model with risk sensitive preferences (Q2164326) (← links)
- On recursive utilities with non-affine aggregator and conditional certainty equivalent (Q2205997) (← links)
- Stochastic dynamic programming with non-linear discounting (Q2234309) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players (Q2334472) (← links)
- Markov perfect equilibria in OLG models with risk sensitive agents (Q2422565) (← links)
- Stochastic optimal growth with risky labor supply (Q2441219) (← links)
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks (Q2466886) (← links)
- Dynamic programming with value convexity (Q2665320) (← links)
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting (Q2675397) (← links)
- Optimal Programs and Their Price Characterization in a Multisector Growth Model with Uncertainty (Q4311395) (← links)
- On a safe capital stock for consumption maintenance in a convex model of stochastic growth (Q4583373) (← links)
- Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency (Q5031647) (← links)
- Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
- Asset pricing with time preference shocks: existence and uniqueness (Q6122066) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Do not blame Bellman: it is Koopmans' fault (Q6536798) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
- Non-zero-sum stochastic games with recursive utilities of risk-sensitive players (Q6569313) (← links)
- Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming (Q6631810) (← links)
