Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics

DOI10.3982/QE457zbMath1419.91394MaRDI QIDQ4629414

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Publication date: 27 March 2019

Published in: Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

equilibriummultiple agentsrecursive preferences

Mathematics Subject Classification ID

Utility theory (91B16) Economic growth models (91B62) Individual preferences (91B08) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Cites Work

• Small noise methods for risk-sensitive/robust economies
• Optimal growth with many consumers
• The dynamics of risk-sensitive allocations
• Efficient and equilibrium allocations with stochastic differential utility
• Market equilibrium with heterogeneous recursive-utility-maximizing agents
• Efficient intertemporal allocations with recursive utility.
• Asymmetric information and survival in financial markets
• Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents
• Structure of Pareto optima when agents have stochastic recursive preferences
• Discounting and optimizing: Capital accumulation problems as variational minmax problems
• The Global Stability of Efficient Intertemporal Allocations
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Discounted linear exponential quadratic Gaussian control
• Robustness

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