On dynamic programming with unbounded returns
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- Jorge DurÂn, 2000. "On dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(2), pages 339-352.
- Duran, Jorge, 1997. "On Dynamic Programming with Unbounded Returns," LIDAM Discussion Papers IRES 1997033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
References listed on IDEAS
- Streufert, Peter A., 1992. "An abstract topological approach to dynamic programming," Journal of Mathematical Economics, Elsevier, vol. 21(1), pages 59-88.
- Peter A. Streufert, 1990. "Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 57(1), pages 79-97.
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Cited by:
- Le Van, Cuong & Morhaim, Lisa, 2002.
"Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach,"
Journal of Economic Theory, Elsevier, vol. 105(1), pages 158-187, July.
- Le Van, C. & Morhaim, L., 2000. "Optimal Growth Models with Bounded or Unbounded Returns : a Unifying Approach," Papiers d'Economie Mathématique et Applications 2000.64, Université Panthéon-Sorbonne (Paris 1).
- LE VAN, Cuong & MORHAIM, Lisa, 2001. "Optimal growth models with bounded or unbounded returns: a unifying approach," LIDAM Discussion Papers CORE 2001034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ghiglino, Christian, 2002. "Introduction to a General Equilibrium Approach to Economic Growth," Journal of Economic Theory, Elsevier, vol. 105(1), pages 1-17, July.
- V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2013.
"Fixed point for local contractions: Applications to recursive utility,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 23-33, March.
- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2013. "Fixed-point for local contractions: applications to recursive utility," Post-Print hal-00734522, HAL.
- Bloise, G. & Van, C. Le & Vailakis, Y., 2024. "An approximation approach to dynamic programming with unbounded returns," Journal of Mathematical Economics, Elsevier, vol. 111(C).
- Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01437496, HAL.
- Datta, Manjira & Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2005.
"Markovian equilibrium in infinite horizon economies with incomplete markets and public policy,"
Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 505-544, August.
- Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005. "Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy," Tinbergen Institute Discussion Papers 05-013/2, Tinbergen Institute.
- Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018.
"On temporal aggregators and dynamic programming,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 787-817, October.
- Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," PSE-Ecole d'économie de Paris (Postprint) halshs-01437496, HAL.
- Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Post-Print halshs-01437496, HAL.
- Jorge Durán, 2003.
"Discounting long run average growth in stochastic dynamic programs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(2), pages 395-413, September.
- Duran, Jorge, 2000. "Discounting Long Run Average Growth in Stochastic Dynamic Programs," LIDAM Discussion Papers IRES 2000006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Jorge Durán, 2002. "Discounting Long Run Average Growth In Stochastic Dynamic Programs," Working Papers. Serie AD 2002-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Duran, Jorge, 2001. "Discounting long run average growth in stochastic dynamic programs," CEPREMAP Working Papers (Couverture Orange) 0101, CEPREMAP.
- Le Van, Cuong & Cagri Saglam, H., 2004.
"Optimal growth models and the Lagrange multiplier,"
Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 393-410, June.
- LE VAN, Cuong & SAGLAM, Cagri, 2003. "Optimal growth models and the Lagrange multiplier," LIDAM Discussion Papers CORE 2003083, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- LE VAN, Cuong & SAGLAM, H. Cagri, 2004. "Optimal growth models and the Lagrange multiplier," LIDAM Reprints CORE 1748, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cuong Le Van & H. Cagri Saglam, 2004. "Optimal growth models and the Lagrange multiplier," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00118996, HAL.
- Takashi Kamihigashi, 2014.
"Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 251-273, June.
- Takashi Kamihigashi, 2012. "Elementary Results on Solutions to the Bellman Equation of Dynamic Programming: Existence, Uniqueness, and Convergence," Discussion Paper Series DP2012-31, Research Institute for Economics & Business Administration, Kobe University.
- Takashi Kamihigashi, 2013. "Elementary Results on Solutions to the Bellman Equation of Dynamic Programming:Existence, Uniqueness, and Convergence," Discussion Paper Series DP2013-35, Research Institute for Economics & Business Administration, Kobe University, revised Dec 2013.
- Jean-Pierre Drugeon & Thai Ha-Huy & Thi Do Hanh Nguyen, 2019.
"On maximin dynamic programming and the rate of discount,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(3), pages 703-729, April.
- Jean-Pierre Drugeon & Thai Ha-Huy & Thi Do Hanh Nguyen, 2019. "On maximin dynamic programming and the rate of discount," PSE-Ecole d'économie de Paris (Postprint) halshs-02096484, HAL.
- Jean-Pierre Drugeon & Thai Ha-Huy & Thi Do Hanh Nguyen, 2019. "On maximin dynamic programming and the rate of discount," Post-Print halshs-02096484, HAL.
- Le Van, Cuong & Vailakis, Yiannis, 2005.
"Recursive utility and optimal growth with bounded or unbounded returns,"
Journal of Economic Theory, Elsevier, vol. 123(2), pages 187-209, August.
- LE VAN, Cuong & VAILAKIS, Yiannis, 2002. "Recursive utility and optimal growth with bounded or unbounded returns," LIDAM Discussion Papers CORE 2002055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cuong Le Van & Yiannis Vailakis, 2005. "Recursive utility and optimal growth with bounded or unbounded returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101201, HAL.
- Suen, Richard M. H., 2009.
"Bounding the CRRA Utility Functions,"
MPRA Paper
13260, University Library of Munich, Germany.
- Richard M. H. Suen, 2009. "Bounding the CRRA Utility Functions," Working Papers 200902, University of California at Riverside, Department of Economics, revised Feb 2009.
- Takashi Kamihigashi, 2014.
"An order-theoretic approach to dynamic programming: an exposition,"
Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 13-21, April.
- Takashi Kamihigashi, 2013. "An Order-Theoretic Approach to Dynamic Programming: An Exposition," Discussion Paper Series DP2013-29, Research Institute for Economics & Business Administration, Kobe University, revised Nov 2013.
- Matthias Messner & Nicola Pavoni & Christopher Sleet, "undated".
"Contractive Dual Methods for Incentive Problems,"
GSIA Working Papers
2012-E26, Carnegie Mellon University, Tepper School of Business.
- Matthias Messner & Nicola Pavoni & Christopher Sleet, 2012. "Contractive Dual Methods for Incentive Problems," Working Papers 466, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
- Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008. "Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation," Working Papers hal-00294828, HAL.
- Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008.
"Monotone concave operators: An application to the existence and uniqueness of solutions to the Bellman equation,"
Discussion Papers
0803, University of Exeter, Department of Economics.
- Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008. "Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00294828, HAL.
- Łukasz Balbus & Anna Jaśkiewicz & Andrzej S. Nowak, 2020. "Equilibria in Altruistic Economic Growth Models," Dynamic Games and Applications, Springer, vol. 10(1), pages 1-18, March.
- Bloise, Gaetano & Vailakis, Yiannis, 2018. "Convex dynamic programming with (bounded) recursive utility," Journal of Economic Theory, Elsevier, vol. 173(C), pages 118-141.
- Alexis Akira Toda, 2024. "Unbounded Markov dynamic programming with weighted supremum norm Perov contractions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(2), pages 141-156, December.
- Le Van, Cuong & Cagri Saglam, H., 2004.
"Optimal growth models and the Lagrange multiplier,"
Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 393-410, June.
- LE VAN, Cuong & SAGLAM, Cagri, 2003. "Optimal growth models and the Lagrange multiplier," LIDAM Discussion Papers CORE 2003083, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cuong Le Van & H. Cagri Saglam, 2004. "Optimal growth models and the Lagrange multiplier," Post-Print halshs-00118996, HAL.
- Cuong Le Van & H. Cagri Saglam, 2004. "Optimal growth models and the Lagrange multiplier," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00118996, HAL.
- Gaetano Bloise & Cuong Le Van & Yiannis Vailakis, 2024. "Do not Blame Bellman: It Is Koopmans' Fault," Econometrica, Econometric Society, vol. 92(1), pages 111-140, January.
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JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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