On recursive utilities with non-affine aggregator and conditional certainty equivalent
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Publication:2205997
DOI10.1007/s00199-019-01221-8zbMath1450.91013OpenAlexW2972339895WikidataQ127284288 ScholiaQ127284288MaRDI QIDQ2205997
Publication date: 21 October 2020
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-019-01221-8
dynamic programmingcertainty equivalentsolid coneEpstein-Zin preferencesrecursive utilitiesattracting property
Related Items (7)
Existence and uniqueness of recursive utilities without boundedness ⋮ A model of state aggregation ⋮ Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting ⋮ An approximation approach to dynamic programming with unbounded returns ⋮ Asset pricing with time preference shocks: existence and uniqueness ⋮ Stochastic dynamic programming with non-linear discounting ⋮ Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory
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