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Necessity of transversality conditions for stochastic problems
Kamihigashi, Takashi - In: Journal of economic theory 109 (2003) 1, pp. 140-149
Persistent link: https://www.econbiz.de/10001759582
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Necessity of the transversality condition for stochastic models with bounded or CRRA uitlity
Kamihigashi, Takashi - In: Journal of economic dynamics & control 29 (2005) 8, pp. 1313-1329
Persistent link: https://www.econbiz.de/10003002257
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A generalization of Fatou's lemma for extended real-valued functions on o-finite measure spaces : with an application to infinite-horizon optimization in discrete time
Kamihigashi, Takashi - 2016 - Revised January 10, 2017
Persistent link: https://www.econbiz.de/10011613065
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Exact draws from the stationary distribution of entry-exit models
Kamihigashi, Takashi; Stachurski, John - 2012
Persistent link: https://www.econbiz.de/10009631183
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Exact sampling from the stationary distribution of entry-exit models
Kamihigashi, Takashi; Stachurski, John - 2013
Persistent link: https://www.econbiz.de/10009715087
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Stochastic stability in monotone economies
Kamihigashi, Takashi; Stachurski, John - 2013
Persistent link: https://www.econbiz.de/10009715089
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Exact draws from the stationary distribution of entry-exit models
Kamihigashi, Takashi; Stachurski, John - 2012
Persistent link: https://www.econbiz.de/10009669648
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Partial stochastic dominance via optimal transport
Kamihigashi, Takashi; Stachurski, John - In: Operations research letters 48 (2020) 5, pp. 584-586
Persistent link: https://www.econbiz.de/10012303414
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Quantitative convergence rates for stochastically monotone Markov chains
Kamihigashi, Takashi; Stachurski, John - 2024
Persistent link: https://www.econbiz.de/10015417272
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The economics of controlling a stochastic biological invasion
Olson, Lars J.; Roy, Santanu - In: American journal of agricultural economics 84 (2002) 5, pp. 1311-1316
Persistent link: https://www.econbiz.de/10001727847