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A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang, (2015)
Technical note : stochastic optimization with decisions truncated by positively dependent random variables
Chen, Xin, (2019)
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da, (2023)
A simple proof of Ekeland and Scheinkman's result on the necessity of a transversality condition
Kamihigashi, Takashi, (2000)
Uniqueness of asset prices in an exchange economy with unbounded utility
Kamihigashi, Takashi, (1998)
Real business cycles and sunspot fluctuations are observationally equivalent
Kamihigashi, Takashi, (1996)