The Continuity of Optimal Dynamic Decision Rules
From MaRDI portal
Publication:4138440
DOI10.2307/1912305zbMath0363.90035OpenAlexW1984508266MaRDI QIDQ4138440
Publication date: 1977
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912305
Related Items (14)
Recursive equilibrium with price perfect foresight and a minimal state space ⋮ Existence and multiplicity of temporary equilibria under nominal price rigidities ⋮ All adapted topologies are equal ⋮ Existence of an equilibrium for infinite horizon economies with and without complete information ⋮ Beliefs, payoffs, information: on the robustness of the BDP property in models with endogenous beliefs ⋮ The topology of information on the space of probability measures over Polish spaces ⋮ Parametric continuity in dynamic programming problems ⋮ Parametric continuity in dynamic programming problems ⋮ Temporary competitive equilibrium and the existence of self-fulfilling expectations ⋮ Temporary competitive equilibrium in a monetary economy with uncertain technology and many planning periods ⋮ Unnamed Item ⋮ Sequential decisions under uncertainty and the maximum theorem ⋮ Information, measurability, and continuous behavior. ⋮ Estimating processes in adapted Wasserstein distance
This page was built for publication: The Continuity of Optimal Dynamic Decision Rules