[go: up one dir, main page]

create a website
Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence. (2014). Kamihigashi, Takashi.
In: Economic Theory.
RePEc:spr:joecth:v:56:y:2014:i:2:p:251-273.

Full description at Econpapers || Download paper

Cited: 27

Citations received by this document

Cites: 35

References cited by this document

Cocites: 64

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. An approximation approach to dynamic programming with unbounded returns. (2024). Vailakis, Y ; le Van, C ; Bloise, G.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000168.

    Full description at Econpapers || Download paper

  2. Propensity to consume and the optimality of Ramsey–Euler policies. (2022). Roy, Santanu ; Mitra, Tapan.
    In: Economic Theory.
    RePEc:spr:joecth:v:73:y:2022:i:1:d:10.1007_s00199-020-01325-6.

    Full description at Econpapers || Download paper

  3. Unbounded dynamic programming via the Q-transform. (2022). Toda, Alexis Akira ; Stachurski, John ; Ma, Qingyin.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:100:y:2022:i:c:s0304406822000143.

    Full description at Econpapers || Download paper

  4. Optimisation of economic performance and stock resilience in marine capture fisheries. (2022). Kompas, Tom ; Grafton, Quentin R ; Chu, Long.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:863-875.

    Full description at Econpapers || Download paper

  5. .

    Full description at Econpapers || Download paper

  6. Unbounded Dynamic Programming via the Q-Learning Transform. (2020). Stachurski, John ; Ma, Qingyin ; Toda, Alexis Akira.
    In: Papers.
    RePEc:arx:papers:2012.00219.

    Full description at Econpapers || Download paper

  7. Optimal Current Balance Control of Three-Level Inverter under Grid Voltage Unbalance: An Adaptive Dynamic Programming Approach. (2019). Wan, Xiaofeng ; Wang, Zhongyang ; Yu, Yunjun.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:15:p:2864-:d:251607.

    Full description at Econpapers || Download paper

  8. Coase Meets Bellman: Dynamic Programming and Production Chains. (2019). Nishimura, Kazuo ; Zhang, Junnan ; Stachurski, John ; Kikuchi, Tomoo.
    In: Papers.
    RePEc:arx:papers:1908.10557.

    Full description at Econpapers || Download paper

  9. Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan.
    In: Papers.
    RePEc:arx:papers:1712.01431.

    Full description at Econpapers || Download paper

  10. Special issue: supermodularity and monotone methods in economics. (2018). AMIR, Rabah.
    In: Economic Theory.
    RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-018-1153-5.

    Full description at Econpapers || Download paper

  11. On temporal aggregators and dynamic programming. (2018). Morhaim, Lisa ; Drugeon, Jean-Pierre ; Bich, Philippe.
    In: Economic Theory.
    RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1045-0.

    Full description at Econpapers || Download paper

  12. Convex dynamic programming with (bounded) recursive utility. (2018). Bloise, Gaetano ; Vailakis, Yiannis.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:173:y:2018:i:c:p:118-141.

    Full description at Econpapers || Download paper

  13. Existence and uniqueness of solutions to dynamic models with occasionally binding constraints. (2017). Holden, Tom.
    In: EconStor Preprints.
    RePEc:zbw:esprep:144570.

    Full description at Econpapers || Download paper

  14. A Generalization of Fatous Lemma for Extended Real-Valued Functions on σ-Finite Measure Spaces: With an Application to Infinite-Horizon Optimization in Discrete Time. (2017). Kamihigashi, Takashi.
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2016-37.

    Full description at Econpapers || Download paper

  15. On Temporal Aggregators and Dynamic Programming. (2017). Drugeon, Jean-Pierre ; Morhaim, Lisa ; Bich, Philippe.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-01437496.

    Full description at Econpapers || Download paper

  16. On Temporal Aggregators and Dynamic Programming. (2017). Morhaim, Lisa ; Drugeon, Jean-Pierre ; Bich, Philippe.
    In: Post-Print.
    RePEc:hal:journl:halshs-01437496.

    Full description at Econpapers || Download paper

  17. On Temporal Aggregators and Dynamic Programming. (2017). Drugeon, Jean-Pierre ; Morhaim, Lisa ; Bich, Philippe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01437496.

    Full description at Econpapers || Download paper

  18. Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.. (2016). Holden, Tom.
    In: EconStor Preprints.
    RePEc:zbw:esprep:130142.

    Full description at Econpapers || Download paper

  19. Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints. (2016). Holden, Tom.
    In: EconStor Preprints.
    RePEc:zbw:esprep:127430.

    Full description at Econpapers || Download paper

  20. Infinite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle and a Penalty Method. (2016). Kamihigashi, Takashi ; Yao, Masayuki .
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2016-05.

    Full description at Econpapers || Download paper

  21. On Aggregators and Dynamic Programming. (2015). Bich, Philippe ; Morhaim, Lisa ; Drugeon, Jean-Pierre.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:15053.

    Full description at Econpapers || Download paper

  22. Infnite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle. (2015). Kamihigashi, Takashi ; Yao, Masayuki .
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2015-32.

    Full description at Econpapers || Download paper

  23. Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle. (2015). Kamihigashi, Takashi ; Yao, Masayuki .
    In: Discussion Paper Series.
    RePEc:kob:dpaper:dp2015-15.

    Full description at Econpapers || Download paper

  24. On Aggregators and Dynamic Programming. (2015). Morhaim, Lisa ; Bich, Philippe ; Drugeon, Jean-Pierre.
    In: Post-Print.
    RePEc:hal:journl:halshs-01169552.

    Full description at Econpapers || Download paper

  25. On Aggregators and Dynamic Programming. (2015). Bich, Philippe ; Morhaim, Lisa ; Drugeon, Jean-Pierre.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01169552.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Algan, Y., Challe, E., Ragot, X.: Incomplete markets and the output-inflation tradeoff. Econ. Theory 46, 55–84 (2011).

  2. Aliprantis, C.D., Border, K.C.: Infinite Dimensional Analysis: A Hitchhiker’s Guide, 3rd edn. Springer, Berlin (2006).

  3. Alvarez, F., Stokey, N.L.: Dynamic programming with homogenous functions. J. Econ. Theory 82, 167–189 (1998).
    Paper not yet in RePEc: Add citation now
  4. Amir, R., Mirman, L.J., Perkins, W.R.: One-sector nonclassical optimal growth: optimality conditions and comparative dynamics. Int. Econ. Rev. 32, 625–644 (1991).

  5. Azariadis, C., Drazen, A.: Threshold externalities in economic development. Q. J. Econ. 105, 501–526 (1990).

  6. Bertsekas, D.P., Shreve, S.E.: Stochastic Optimal Control: The Discrete Time Case. Academic Press, New York (1978).
    Paper not yet in RePEc: Add citation now
  7. Bloch, F., Houy, N.: Optimal assignment of durable objects to successive agents. Econ. Theory 51, 13–33 (2012).

  8. Durán, J.: On dynamic programming with unbounded returns. Econ. Theory 15, 339–352 (2000).

  9. Dutta, P.K., Mitra, T.: Maximum theorems for convex structures with an application to the theory of optimal intertemporal allocation. J. Math. Econ. 18, 77–86 (1989b).

  10. Dutta, P.K., Mitra, T.: On continuity of the utility function in intertemporal allocation models: an example. Int. Econ. Rev. 30, 527–536 (1989a).

  11. Dutta, P.K., Radner, R.: Capital growth in a global warming model: will China and India sign a climate treaty? Econ. Theory 49, 411–443 (2012).

  12. Goenka, A., Lin, L.: Infectious diseases and endogenous fluctuations. Econ. Theory 50, 125–149 (2012).

  13. Herrera, H., Martinelli, C.: Oligarchy, democracy, and state capacity. Econ. Theory 52, 165–186 (2013).

  14. Kamihigashi, T., Furusawa, T.: Global dynamics in repeated games with additively separable payoffs. Rev. Econ. Dyn. 13, 899–918 (2010).

  15. Kamihigashi, T., Roy, S.: A nonsmooth, nonconvex model of optimal growth. J. Econ. Theory 132, 435–460 (2007).

  16. Kamihigashi, T., Roy, S.: Dynamic optimization with a nonsmooth, nonconvex technology: the case of a linear objective function. Econ. Theory 29, 325–340 (2006).

  17. Kamihigashi, T.: An order-theoretic approach to dynamic programming: an exposition. Econ. Theory Bull. (2013). doi: 10.1007/s40505-013-0022-4 .

  18. Kamihigashi, T.: On the principle of optimality for nonstationary deterministic dynamic programming. Int. J. Econ. Theory 4, 519–525 (2008).

  19. Karp, L., Zhang, J.: Taxes versus quantities for a stock pollutant with endogenous abatement costs and asymmetric information. Econ. Theory 49, 371–409 (2012).

  20. Le Van, C., Morhaim, L.: Optimal growth models with bounded or unbounded returns: a unifying approach. J. Econ. Theory 105, 158–187 (2002).

  21. Llanes, G., Trento, S.: Paten policy, patent pools, and the accumulation of claims in sequential innovation. Econ. Theory 50, 703–725 (2012).

  22. Martins-da-Rocha, V.F., Vailakis, Y.: Existence and uniqueness of a fixed point for local contractions. Econometrica 78, 1127–1141 (2010).

  23. Matkowski, J., Nowak, A.S.: On discounted dynamic programming with unbounded returns. Econ. Theory 46, 455–474 (2011).

  24. Michel, P.: Some clarifications on the transversality condition. Econometrica 58, 705–723 (1990).

  25. Muradian, R.: Ecological thresholds: a survey. Ecol. Econ. 38, 7–24 (2001).

  26. Nævdal, R.: Optimal regulation of natural resources in the presence of irreversible threshold effects. Natur. Resour. Model. 16, 305–333 (2003).
    Paper not yet in RePEc: Add citation now
  27. Reis, C.: Taxation without commitment. Econ. Theory 52, 565–588 (2013).

  28. Rinćon-Zapatero, J.P., Rodríguez-Palmero, C.: Corrigendum to “Existence and uniqueness of solutions to the Bellman equation in the unbounded case” Econometrica, Vol. 71, No. 5 (September, 2003), 1519–1555. Econometrica 77, 317–318 (2009).
    Paper not yet in RePEc: Add citation now
  29. Rinćon-Zapatero, J.P., Rodríguez-Palmero, C.: Existence and uniqueness of solutions to the Bellman equation in the unbounded case. Econometrica 71, 1519–1555 (2003).
    Paper not yet in RePEc: Add citation now
  30. Rinćon-Zapatero, J.P., Rodríguez-Palmero, C.: Recursive utility with unbounded aggregators. Econ. Theory 33, 381–391 (2007).
    Paper not yet in RePEc: Add citation now
  31. Romer, P.: Increasing returns and long-run growth. J. Polit. Econ. 94, 1002–1037 (1986).

  32. Roy, S., Zilcha, I.: Stochastic growth with short-run prediction of shocks. Econ. Theory 51, 539–580 (2012).

  33. Schaar, M.V.D., Xu, J., Zame, W.: Efficient online exchange via fiat money. Econ. Theory 54, 211–248 (2013).

  34. Stokey, N., Lucas, R.E., Jr.: Recursive Methods in Economic Dynamics. Harvard University Press, Cambridge, MA (1989).
    Paper not yet in RePEc: Add citation now
  35. Strauch, R.E.: Negative dynamic programming. Ann. Math. Stat. 37, 871–890 (1966).
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Information Design in Concave Games. (2022). Yamashita, Takuro ; Smolin, Alex.
    In: TSE Working Papers.
    RePEc:tse:wpaper:126692.

    Full description at Econpapers || Download paper

  2. On abstract economies with an arbitrary set of players and action sets in locally-convex topological vector spaces. (2022). Khan, M. ; Uyanik, Metin ; Duanmu, Haosui ; Anderson, Robert M.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:98:y:2022:i:c:s0304406821001440.

    Full description at Econpapers || Download paper

  3. Foundations of ambiguity models under symmetry: ?-MEU and smooth ambiguity. (2022). Mukerji, Sujoy ; Stanca, Lorenzo ; Seo, Kyoungwon ; Klibanoff, Peter.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000193.

    Full description at Econpapers || Download paper

  4. Optimal investment and abandonment decisions for projects with construction uncertainty. (2022). , Jacco.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:298:y:2022:i:1:p:368-379.

    Full description at Econpapers || Download paper

  5. Computation of quantile sets for bivariate ordered data. (2022). Kostner, Daniel ; Hamel, Andreas H.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:169:y:2022:i:c:s0167947322000020.

    Full description at Econpapers || Download paper

  6. Adversarial forecasters, surprises and randomization. (2022). Levine, David K ; Fudenberg, Drew ; Corrao, Roberto.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:11694000000000130.

    Full description at Econpapers || Download paper

  7. Representations of cones and applications to decision theory. (2022). Principi, Giulio ; Leonetti, Paolo.
    In: Papers.
    RePEc:arx:papers:2209.06310.

    Full description at Econpapers || Download paper

  8. Information Design in Concave Games. (2022). Yamashita, Takuro ; Smolin, Alex.
    In: Papers.
    RePEc:arx:papers:2202.10883.

    Full description at Econpapers || Download paper

  9. Reputation, Learning and Externalities in Frictional Markets. (2022). Pourbabaee, Farzad.
    In: Papers.
    RePEc:arx:papers:2201.01813.

    Full description at Econpapers || Download paper

  10. Screening in Vertical Oligopolies. (2021). Swinkels, Jeroen ; Chade, Hector.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:3:p:1265-1311.

    Full description at Econpapers || Download paper

  11. Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs. (2021). Chen, Xian ; Wei, Qingda.
    In: Dynamic Games and Applications.
    RePEc:spr:dyngam:v:11:y:2021:i:4:d:10.1007_s13235-021-00380-5.

    Full description at Econpapers || Download paper

  12. On the stability of the martingale optimal transport problem: A set-valued map approach. (2021). Sester, Julian ; Neufeld, Ariel.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:176:y:2021:i:c:s0167715221000936.

    Full description at Econpapers || Download paper

  13. An heterogeneous-agent New-Monetarist model with an application to unemployment. (2021). Wong, Tsz-Nga ; Weill, Pierre-Olivier ; Rocheteau, Guillaume.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:117:y:2021:i:c:p:64-90.

    Full description at Econpapers || Download paper

  14. Expected utility theory on mixture spaces without the completeness axiom. (2021). McCarthy, David ; Thomas, Teruji ; Mikkola, Kalle.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:97:y:2021:i:c:s0304406821001014.

    Full description at Econpapers || Download paper

  15. The structure of two-valued coalitional strategy-proof social choice functions. (2021). Basile, Achille ; Bhaskara Rao, K. P. S., .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:95:y:2021:i:c:s0304406821000124.

    Full description at Econpapers || Download paper

  16. Revisiting optimal investment strategies of value-maximizing insurance firms. (2021). Iki, Mario ; Ravanelli, Claudia ; Moreno-Bromberg, Santiago ; Koch-Medina, Pablo.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:99:y:2021:i:c:p:131-151.

    Full description at Econpapers || Download paper

  17. Useful results for the simulation of non-optimal economies with heterogeneous agents. (2021). Pierri, Damian.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:33246.

    Full description at Econpapers || Download paper

  18. Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality. (2021). Gonon, Lukas.
    In: Papers.
    RePEc:arx:papers:2106.08900.

    Full description at Econpapers || Download paper

  19. On the stability of the martingale optimal transport problem: A set-valued map approach. (2021). Neufeld, Ariel ; Sester, Julian.
    In: Papers.
    RePEc:arx:papers:2102.02718.

    Full description at Econpapers || Download paper

  20. Attention Management. (2020). Wei, Dong ; Mathevet, Laurent ; Lipnowski, Elliot.
    In: American Economic Review: Insights.
    RePEc:aea:aerins:v:2:y:2020:i:1:p:17-32.

    Full description at Econpapers || Download paper

  21. A Becker–Tomes model with investment risk. (2019). Zhu, Shenghao.
    In: Economic Theory.
    RePEc:spr:joecth:v:67:y:2019:i:4:d:10.1007_s00199-018-1103-2.

    Full description at Econpapers || Download paper

  22. Bequests, estate taxes, and wealth distributions. (2019). Zhu, Shenghao ; Wan, Jing.
    In: Economic Theory.
    RePEc:spr:joecth:v:67:y:2019:i:1:d:10.1007_s00199-017-1091-7.

    Full description at Econpapers || Download paper

  23. Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance. (2019). Kardaras, Constantinos.
    In: Papers.
    RePEc:arx:papers:1908.03946.

    Full description at Econpapers || Download paper

  24. Approximation of Optimal Transport problems with marginal moments constraints. (2019). Lombardi, Damiano ; Ehrlacher, Virginie ; Coyaud, Rafael ; Alfonsi, Aur'Elien.
    In: Papers.
    RePEc:arx:papers:1905.05663.

    Full description at Econpapers || Download paper

  25. Shapley-like values without symmetry. (2019). Montgomery-Smith, Stephen ; Clark, Jacob North.
    In: Papers.
    RePEc:arx:papers:1809.07747.

    Full description at Econpapers || Download paper

  26. Moral Hazard, Uncertain Technologies, and Linear Contracts. (2018). Dumav, Martin ; Khan, Urmee.
    In: Working Papers.
    RePEc:ucr:wpaper:201806.

    Full description at Econpapers || Download paper

  27. Bayesian optimism. (2018). Saponara, Nick.
    In: Economic Theory.
    RePEc:spr:joecth:v:66:y:2018:i:2:d:10.1007_s00199-017-1064-x.

    Full description at Econpapers || Download paper

  28. An Heterogeneous-Agent New-Monetarist Model with an Application to Unemployment. (2018). Wong, Tsz-Nga ; Weill, Pierre-Olivier ; Rocheteau, Guillaume.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25220.

    Full description at Econpapers || Download paper

  29. Pairwise stable matching in large economies. (2018). Kah, Christopher ; Greinecker, Michael.
    In: Working Papers.
    RePEc:inn:wpaper:2018-02.

    Full description at Econpapers || Download paper

  30. Pairwise stable matching in large economies. (2018). Kah, Christopher ; Greinecker, Michael.
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2018-01.

    Full description at Econpapers || Download paper

  31. Some generalizations of Kajii’s theorem to games with infinitely many players. (2018). Yang, Zhe.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:76:y:2018:i:c:p:131-135.

    Full description at Econpapers || Download paper

  32. Foundations for optimal inattention. (2018). Ellis, Andrew.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:173:y:2018:i:c:p:56-94.

    Full description at Econpapers || Download paper

  33. Noncooperative oligopoly in economies with infinitely many commodities and traders. (2018). Ghosal, Sayantan ; Tonin, Simone.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:109:y:2018:i:c:p:184-200.

    Full description at Econpapers || Download paper

  34. The redistributive effects of inflation and the shape of money demand. (2018). Boel, Paola.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:90:y:2018:i:c:p:208-219.

    Full description at Econpapers || Download paper

  35. The Fatou Closedness under Model Uncertainty. (2018). Meyer-Brandis, Thilo ; Svindland, Gregor ; Maggis, Marco.
    In: Papers.
    RePEc:arx:papers:1610.04085.

    Full description at Econpapers || Download paper

  36. Sovereign debt and incentives to default with uninsurable risks. (2017). Bloise, Gaetano ; Polemarchakis, Herakles ; Vailakis, Yiannis.
    In: Theoretical Economics.
    RePEc:the:publsh:2146.

    Full description at Econpapers || Download paper

  37. Even up: Maintaining relationships. (2017). Samuelson, Larry ; Stacchetti, Ennio .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:169:y:2017:i:c:p:170-217.

    Full description at Econpapers || Download paper

  38. Condorcet meets Ellsberg. (2016). Ellis, Andrew.
    In: Theoretical Economics.
    RePEc:the:publsh:1284.

    Full description at Econpapers || Download paper

  39. Incomplete markets and derivative assets. (2016). Ragot, Xavier ; Grand, Franois .
    In: Economic Theory.
    RePEc:spr:joecth:v:62:y:2016:i:3:d:10.1007_s00199-015-0912-9.

    Full description at Econpapers || Download paper

  40. Pathwise uniform value in gambling houses and Partially Observable Markov Decision Processes. (2016). Ziliotto, Bruno ; Venel, Xavier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01302567.

    Full description at Econpapers || Download paper

  41. Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes. (2016). Ziliotto, Bruno ; Venel, Xavier.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:hal-01395429.

    Full description at Econpapers || Download paper

  42. Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes. (2016). Ziliotto, Bruno ; Venel, Xavier.
    In: Post-Print.
    RePEc:hal:journl:hal-01395429.

    Full description at Econpapers || Download paper

  43. Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes. (2016). Venel, Xavier ; Ziliotto, Bruno.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01395429.

    Full description at Econpapers || Download paper

  44. Pathwise uniform value in gambling houses and Partially Observable Markov Decision Processes. (2016). Venel, Xavier ; Ziliotto, Bruno.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01302567.

    Full description at Econpapers || Download paper

  45. Model-free Superhedging Duality. (2016). Burzoni, Matteo ; Maggis, Marco ; Frittelli, Marco.
    In: Papers.
    RePEc:arx:papers:1506.06608.

    Full description at Econpapers || Download paper

  46. The Welfare Cost of Inflation Risk Under Imperfect Insurance. (2015). Ragot, Xavier ; Challe, Edouard ; Algan, Yann ; Allais, Olivier.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/562ju27dra9dnp6j4nvhq0tgfq.

    Full description at Econpapers || Download paper

  47. The Welfare Cost of Inflation Risk Under Imperfect Insurance. (2015). Ragot, Xavier ; Challe, Edouard ; Algan, Yann ; Allais, Olivier.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:867.

    Full description at Econpapers || Download paper

  48. Working through the Distribution: Money in the Short and Long Run. (2015). Wong, Tsz-Nga ; Weill, Pierre-Olivier ; Rocheteau, Guillaume.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21779.

    Full description at Econpapers || Download paper

  49. Stochastic Stability in a Learning Dynamic with Best Response to Noisy Play. (2015). Kah, Christopher ; Walzl, Markus .
    In: Working Papers.
    RePEc:inn:wpaper:2015-15.

    Full description at Econpapers || Download paper

  50. The Welfare Cost of Inflation Risk Under Imperfect Insurance. (2015). Ragot, Xavier ; Challe, Edouard ; Algan, Yann ; Allais, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01169656.

    Full description at Econpapers || Download paper

  51. Optimal monetary policy with heterogeneous money holdings. (2015). Trachter, Nicholas ; Lippi, Francesco ; Ragni, Stefania .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:159:y:2015:i:pa:p:339-368.

    Full description at Econpapers || Download paper

  52. Exchangeable capacities, parameters and incomplete theories. (2015). Epstein, Larry ; Seo, Kyoungwon.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:157:y:2015:i:c:p:879-917.

    Full description at Econpapers || Download paper

  53. Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty. (2015). Frittelli, Marco ; Burzoni, Matteo ; Maggis, Marco.
    In: Papers.
    RePEc:arx:papers:1407.0948.

    Full description at Econpapers || Download paper

  54. Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence. (2014). Kamihigashi, Takashi.
    In: Economic Theory.
    RePEc:spr:joecth:v:56:y:2014:i:2:p:251-273.

    Full description at Econpapers || Download paper

  55. An order-theoretic approach to dynamic programming: an exposition. (2014). Kamihigashi, Takashi.
    In: Economic Theory Bulletin.
    RePEc:spr:etbull:v:2:y:2014:i:1:d:10.1007_s40505-013-0022-4.

    Full description at Econpapers || Download paper

  56. De Finetti meets Ellsberg. (2014). Epstein, Larry ; Seo, Kyoungwon.
    In: Research in Economics.
    RePEc:eee:reecon:v:68:y:2014:i:1:p:11-26.

    Full description at Econpapers || Download paper

  57. A characterization of exact non-atomic market games. (2014). amarante, massimiliano.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:54:y:2014:i:c:p:59-62.

    Full description at Econpapers || Download paper

  58. Stochastic endogenous time preference. (2014). Hyogo, Kazuya ; Higashi, Youichiro ; Takeoka, Norio .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:77-92.

    Full description at Econpapers || Download paper

  59. The natural Banach space for version independent risk measures. (2013). Pichler, Alois.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:2:p:405-415.

    Full description at Econpapers || Download paper

  60. A geometric approach to temptation. (2012). Abe, Koji .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:48:y:2012:i:2:p:92-97.

    Full description at Econpapers || Download paper

  61. Need I remind you? Monitoring with collective memory. (2009). Rozen, Kareen ; Miller, David.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:814577000000000236.

    Full description at Econpapers || Download paper

  62. Social Decision Theory: Choosing within and between Groups. (2008). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:71.

    Full description at Econpapers || Download paper

  63. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 11:48:43 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.