Heterogeneous discounting in economic problems
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Publication:4908874
DOI10.1002/oca.975zbMath1262.91086OpenAlexW1963535578WikidataQ58286588 ScholiaQ58286588MaRDI QIDQ4908874
Concepció Patxot, Jesús Marín-Solano
Publication date: 7 March 2013
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.975
Dynamic programming in optimal control and differential games (49L20) Auctions, bargaining, bidding and selling, and other market models (91B26) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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Cites Work
- Non-constant discounting in continuous time
- Numerical analysis of non-constant pure rate of time preference: a model of climate policy
- Hopf-Lax formula for variational problems with non-constant discount
- Consumption and portfolio rules for time-inconsistent investors
- Optimal growth and recursive utility: Phase diagram analysis
- Non-constant discounting in finite horizon: the free terminal time case
- Foundations of Dynamic Economic Analysis
- Ramsey Meets Laibson in the Neoclassical Growth Model
- Stationary Ordinal Utility and Impatience
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