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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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A duality approach to continuous-time contracting problems with limited commitment
Miao, Jianjun; Zhang, Yuzhe - In: Journal of economic theory 159 (2015), pp. 929-988
Persistent link: https://www.econbiz.de/10011549299
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Robust consumption and portfolio policies when asset prices can jump
Aït-Sahalia, Yacine; Matthys, Felix - In: Journal of economic theory 179 (2019), pp. 1-56
Persistent link: https://www.econbiz.de/10012131456
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Solving optimal growth models with vintage capital : the dynamic programming approach
Fabbri, Giorgio; Gozzi, Fausto - In: Journal of economic theory 143 (2008) 1, pp. 331-373
Persistent link: https://www.econbiz.de/10003812171
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Non-constant discounting in continuous time
Karp, Larry S. - In: Journal of economic theory 132 (2007) 1, pp. 557-568
Persistent link: https://www.econbiz.de/10003407823
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Recursive smooth ambiguity preferences
Klibanoff, Peter; Marinacci, Massimo; Mukerji, Sujoy - In: Journal of economic theory 144 (2009) 3, pp. 930-976
Persistent link: https://www.econbiz.de/10003856242
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Optimal city hierarchy : a dynamic programming approach to central place theory
Hsu, Wen-Tai; Holmes, Thomas J.; Morgan, Frank - In: Journal of economic theory 154 (2014), pp. 245-273
Persistent link: https://www.econbiz.de/10010481362
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A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
Mirman, Leonard J.; Morand, Olivier F.; Reffett, Kevin L. - In: Journal of economic theory 139 (2008) 1, pp. 75-98
Persistent link: https://www.econbiz.de/10003724286
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Recursive utility and optimal growth with bounded or un bounded returns
Le Van, Cuong; Vailakis, Yiannis - In: Journal of economic theory 123 (2005) 2, pp. 187-209
Persistent link: https://www.econbiz.de/10003052502
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Optimal growth models with bounded or unbounded returns : a unifying approach
Le Van, Cuong; Morhaim, Lisa - In: Journal of economic theory 105 (2002) 1, pp. 158-187
Persistent link: https://www.econbiz.de/10001685463