Discounting and Optimizing: Capital Accumulation Problems as Variational Minmax Problems
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- Pierre-Yves Geoffard & Stephane Luchini, 2007.
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"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.
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- 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.
- Dirk Becherer & Wilfried Kuissi-Kamdem & Olivier Menoukeu-Pamen, 2023. "Optimal consumption with labor income and borrowing constraints for recursive preferences," Working Papers hal-04017143, HAL.
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- Yuki SHIGETA, 2019. "Gain/Loss Asymmetric Stochastic Differential Utility," Discussion papers e-19-004, Graduate School of Economics , Kyoto University.
- El Hadji Fall, 2006.
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Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
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- El Hadji Fall, 2006. "The Worst-Case Scenario and Discounting the Very Long Term," Cahiers de la Maison des Sciences Economiques v06005, Université Panthéon-Sorbonne (Paris 1).
- Wakai, Katsutoshi, 2011. "Modeling nonmonotone preferences: The case of utility smoothing," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 213-226, March.
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"Optimal Fiscal Policy with Recursive Preferences,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2283-2317.
- Anastasios Karantounias, 2012. "Optimal fiscal policy with recursive preferences," 2012 Meeting Papers 1085, Society for Economic Dynamics.
- Anastasios G. Karantounias, 2013. "Optimal Fiscal Policy with Recursive Preferences," FRB Atlanta Working Paper 2013-07, Federal Reserve Bank of Atlanta.
- Roche, Hervé, 2011. "Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 80-96, January.
- Jean-Pierre Drugeon & Thai Ha-Huy & Thi-Do-Hanh Nguyen, 2018.
"On Maximin Optimization Problems & the Rate of Discount: a Simple Dynamic Programming Argument,"
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- Jean-Pierre Drugeon & Thai Ha-Huy & Thi-Do-Hanh Nguyen, 2018. "On Maximin Optimization Problems & the Rate of Discount: a Simple Dynamic Programming Argument," Working Papers halshs-01761997, HAL.
- Mariano Croce & Riccardo Colacito, 2009. "Risk sensitive allocations with multiple goods in international finance. Existence, survivorship, and dynamics," 2009 Meeting Papers 1201, Society for Economic Dynamics.
- David Hobson & Martin Herdegen & Joseph Jerome, 2021. "The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility," Papers 2107.06593, arXiv.org.
- Araujo, Aloisio & Gama, Juan Pablo & Novinski, Rodrigo & Pascoa, Mario R., 2019.
"Endogenous discounting, wariness, and efficient capital taxation,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 520-545.
- Aloisio Araujo & Juan Pablo Gamay & Rodrigo Novinskiz & Mario R. Pascoa, 2019. "Endogenous Discounting, Wariness, and Effcient Capital Taxation," School of Economics Discussion Papers 0619, School of Economics, University of Surrey.
- Bernard Dumas & Pascal Maenhout, 2002. "A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium," Levine's Working Paper Archive 391749000000000523, David K. Levine.
- Luis Alcalá & Fernando Tohmé & Carlos Dabús, 2019.
"Strategic Growth with Recursive Preferences: Decreasing Marginal Impatience,"
Dynamic Games and Applications, Springer, vol. 9(2), pages 314-365, June.
- Luis Alcala & Fernando Tohme & Carlos Dabus, 2016. "Strategic Growth with Recursive Preferences: Decreasing Marginal Impatience," Papers 1608.06959, arXiv.org.
- Indrajit Mitra & Leonid Kogan, 2014. "Accuracy Verification for Numerical Solutions of Equilibrium Models," 2014 Meeting Papers 423, Society for Economic Dynamics.
- Schroder, Mark & Skiadas, Costis, 1999. "Optimal Consumption and Portfolio Selection with Stochastic Differential Utility," Journal of Economic Theory, Elsevier, vol. 89(1), pages 68-126, November.
- Luis A. Alcala, 2016. "On the time consistency of collective preferences," Papers 1607.02688, arXiv.org, revised Jul 2018.
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