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Search: subject:"Stochastic recursive utility"
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Stochastic process
4
Stochastic recursive utility
4
Stochastischer Prozess
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3
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3
Bellman operator
2
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Bloise, Gaetano
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Cuong Le Van
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
An approximation approach to dynamic programming with unbounded returns
Bloise, Gaetano
;
Cuong Le Van
;
Vailakis, Y.
- In:
Journal of mathematical economics
111
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015071665
Saved in:
2
Do not blame Bellman : it is Koopmans' fault
Bloise, Gaetano
;
Cuong Le Van
;
Vailakis, Yiannis
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014486674
Saved in:
3
Concerns for long-run risks and natural resource policy
Kakeu, Johnson
- In:
Environmental and resource economics
84
(
2023
)
4
,
pp. 1051-1093
Persistent link: https://www.econbiz.de/10014251940
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4
Existence and uniqueness of recursive utilities without boundedness
Christensen, Timothy M.
- In:
Journal of economic theory
200
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013192743
Saved in:
5
Empirical evidence of news about future prospects in the risk-pricing of oil assets
Kakeu, Johnson
;
Bouaddi, Mohammed
- In:
Energy economics
64
(
2017
),
pp. 458-468
Persistent link: https://www.econbiz.de/10011758986
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