LINKED RECURSIVE PREFERENCES AND OPTIMALITY

DOI10.1111/mafi.12047zbMath1377.93177OpenAlexW1896512413MaRDI QIDQ2788691

Sumit Sinha, Mark Schroder, Shlomo Levental

Publication date: 22 February 2016

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/mafi.12047

zbMATH Keywords

optimizationPareto optimalityBSDErecursive preferencesbehavioral contract theoryteam contracttranslation-invariant preferences

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Portfolio theory (91G10)

Related Items (1)

Brownian equilibria under Knightian uncertainty

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