Discounting models for outcomes over continuous time

DOI10.1016/j.jmateco.2012.07.001zbMath1260.91046OpenAlexW2066114078MaRDI QIDQ455918

Lars Peter Østerdal, Charles M. Harvey

Publication date: 22 October 2012

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.07.001

zbMATH Keywords

continuous timeintegral discountingintegral utility function

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

Related Items (6)

Characterization of stationary preferences in a continuous time framework ⋮ Continuous quasi-hyperbolic discounting ⋮ Optimization of Two-Level Discount Values Using Queueing Tandem Model with Feedback ⋮ Intertemporal Choice with Continuity Constraints ⋮ Expected discounted utility ⋮ Non-stationary additive utility and time consistency

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Simple axioms for countably additive subjective probability
• The Weak Axiom of Revealed Preference in a Productive Economy
• Discounted-Value Representations of Temporal Preferences
• Value Functions for Infinite-Period Planning
• Proportional Discounting of Future Costs and Benefits
• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
• The Evaluation of Infinite Utility Streams
• Financial Measurement of Capital Investments
• Stationary Ordinal Utility and Impatience
• The Structure of Utility Functions

This page was built for publication: Discounting models for outcomes over continuous time