Unique solutions for stochastic recursive utilities
type: Item
instance of: scholarly article
title: Unique solutions for stochastic recursive utilities
zbMATH Open document ID: 1244.91036
author: Massimo Marinacci
author: Luigi Montrucchio
published in: Journal of Economic Theory
publication date: 2010-09-30T00:00:00Z
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5793912
zbMATH Keywords: recursive utilities
zbMATH Keywords: Koopmans equations
zbMATH Keywords: stochastic recursive utilities
MaRDI profile type: Publication
full work available at URL: j.jet.2010.02.005
OpenAlex ID: W2086649061
cites work: Q5618987
cites work: Q5603925
cites work: Discounted Dynamic Programming
cites work: Recursive utility and the Ramsey problem
cites work: Q4692666
cites work: On dynamic programming with unbounded returns
cites work: Discounting long run average growth in stochastic dynamic programs
cites work: A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Q4758141
cites work: Stationary Ordinal Utility and Impatience
cites work: Stationary Utility and Time Perspective
cites work: Q5732050
cites work: Temporal Resolution of Uncertainty and Dynamic Choice Theory
cites work: Recursive utility and optimal growth with bounded or unbounded returns
cites work: Optimal growth with many consumers
cites work: Market equilibrium with heterogeneous recursive-utility-maximizing agents
cites work: Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents''
cites work: Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
cites work: Existence and Uniqueness of a Fixed Point for Local Contractions
cites work: Hilbert’s projective metric and iterated nonlinear maps
cites work: Dynamic programming for non-additive stochastic objectives
cites work: Recursive utility with unbounded aggregators
cites work: Q4002751
cites work: A lattice-theoretical fixpoint theorem and its applications
cites work: On Certain Contraction Mappings in a Partially Ordered Vector Space
cites work: Markov programming by successive approximations with respect to weighted supremum norms
DOI: 10.1016/J.JET.2010.02.005
description: scientific article; zbMATH DE number 5793912