On variable discounting in dynamic programming: applications to resource extraction and other economic models
From MaRDI portal
Publication:475309
DOI10.1007/s10479-011-0931-2zbMath1309.90119OpenAlexW2073842122MaRDI QIDQ475309
Anna Jaśkiewicz, Andrzej S. Nowak, Janusz Matkowski
Publication date: 26 November 2014
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/31069/1/MPRA_paper_31069.pdf
Related Items (12)
Set-valued Leader type contractions, periodic point and endpoint theorems, quasi-triangular spaces, Bellman and Volterra equations ⋮ Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting ⋮ Markov perfect equilibria in OLG models with risk sensitive agents ⋮ On recursive utilities with non-affine aggregator and conditional certainty equivalent ⋮ Applications of variable discounting dynamic programming to iterated function systems and related problems ⋮ Stochastic dynamic programming with non-linear discounting ⋮ On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting ⋮ Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT ⋮ Generalised discounting in dynamic programming with unbounded returns ⋮ On temporal aggregators and dynamic programming ⋮ On maximin dynamic programming and the rate of discount ⋮ On the connection between a skew product IFS and the ergodic optimization for a finite family of potentials
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal growth with many consumers
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Recursive utility and the Ramsey problem
- Dynamic programming with homogeneous functions
- Unique solutions for stochastic recursive utilities
- Recursive utility and optimal growth with bounded or unbounded returns
- Discrete-Time Recursive Utility
- Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting
- Discounted Dynamic Programming
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- Negative Dynamic Programming
- Stationary Ordinal Utility and Impatience
- Contraction Mappings in the Theory Underlying Dynamic Programming
This page was built for publication: On variable discounting in dynamic programming: applications to resource extraction and other economic models
