Convex dynamic programming with (bounded) recursive utility
Year of publication: |
January 2018
|
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Authors: | Bloise, Gaetano ; Vailakis, Yiannis |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 173.2018, p. 118-141
|
Subject: | ecursive utility | Thompson aggregator | Bellman operator | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Nutzen | Utility | Nutzenfunktion | Utility function | Aggregation |
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