Recursive utility with unbounded aggregators

DOI10.1007/s00199-007-0215-xzbMath1180.91128OpenAlexW2100440790MaRDI QIDQ2385119

Juan Pablo Rincón-Zapatero, Carlos Rodriguez-Palmero

Publication date: 11 October 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/5579

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (7)

Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff ⋮ Markov perfect equilibria in OLG models with risk sensitive agents ⋮ On discounted dynamic programming with unbounded returns ⋮ Unique solutions for stochastic recursive utilities ⋮ Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory ⋮ Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence ⋮ On maximin dynamic programming and the rate of discount

Cites Work

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• Optimal growth with many consumers
• Recursive utility and the Ramsey problem
• Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory
• Market equilibrium with heterogeneous recursive-utility-maximizing agents
• Abstract recursive utility
• Recursive utility and optimal growth with bounded or unbounded returns
• Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
• Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
• Stationary Ordinal Utility and Impatience

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