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Dynamic Programming Solution of Incentive Constrained Problems

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  • Rustichini, Aldo

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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 78 (1998)
Issue (Month): 2 (February)
Pages: 329-354

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Handle: RePEc:eee:jetheo:v:78:y:1998:i:2:p:329-354

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Web page: http://www.elsevier.com/locate/inca/622869

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  1. Streufert, Peter A., 1992. "An abstract topological approach to dynamic programming," Journal of Mathematical Economics, Elsevier, vol. 21(1), pages 59-88.
  2. Chamley, Christophe, 1986. "Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives," Econometrica, Econometric Society, vol. 54(3), pages 607-22, May.
  3. Streufert, Peter A, 1990. "Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence," Review of Economic Studies, Wiley Blackwell, vol. 57(1), pages 79-97, January.
  4. Benhabib, Jess & Rustichini, Aldo, 1996. " Social Conflict and Growth," Journal of Economic Growth, Springer, vol. 1(1), pages 125-42, March.
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Cited by:
  1. James Tybout & Hale Utar & Eric Bond, 2009. "Credit Rationing, Risk Aversion and Industrial Evolution in Developing Countries," 2009 Meeting Papers 351, Society for Economic Dynamics.
  2. Ceyhun Bora Durdu & Ricardo Nunes & Horacio Sapriza, 2010. "News and sovereign default risk in small open economies," International Finance Discussion Papers 997, Board of Governors of the Federal Reserve System (U.S.).
  3. James Costain & Marcel Jansen, 2006. "Employment fluctuations with downward wage rigidity: the role of moral hazard," Banco de Espa�a Working Papers 0632, Banco de Espa�a.
  4. Rustichini, A., 1998. "Lagrange multipliers in incentive-constrained problems," Journal of Mathematical Economics, Elsevier, vol. 29(4), pages 365-380, May.
  5. Thorsten Koeppl, 2005. "Optimal Dynamic Risk Sharing when Enforcement is a Decision Variable," Working Papers 1050, Queen's University, Department of Economics.
  6. Manuel Santos, . "On Non-Existence of Markov Equilibria in Competitive-Market Economies," Working Papers 2133305, Department of Economics, W. P. Carey School of Business, Arizona State University.
  7. Barucci, Emilio & Gozzi, Fausto & Swiech, Andrzej, 2000. "Incentive compatibility constraints and dynamic programming in continuous time," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 471-508, December.
  8. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2013. "A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism," Journal of Economic Dynamics and Control, Elsevier, vol. 37(5), pages 1019-1039.
  9. Santos, Manuel S., 2002. "On Non-existence of Markov Equilibria in Competitive-Market Economies," Journal of Economic Theory, Elsevier, vol. 105(1), pages 73-98, July.
  10. Moritz Kuhn & Mark Wright & Tom Krebs, 2012. "Human Capital Risk, Contract Enforcement, and the Macroeconomy," 2012 Meeting Papers 159, Society for Economic Dynamics.
  11. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2012. "Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment," Journal of Mathematical Economics, Elsevier, vol. 48(2), pages 115-132.
  12. James Costain & Marcel Jansen, 2006. "Employment Fluctuations with Downward Wage Rigidity," Computing in Economics and Finance 2006 204, Society for Computational Economics.
  13. Abraham Arpad & Nicola Pavoni, 2004. "Efficient Allocations, with Moral Hazard and Hidden Borrowing and Lending," Levine's Bibliography 122247000000000138, UCLA Department of Economics.
  14. Arpad Abraham & Nicola Pavoni, 2008. "Efficient Allocations with Moral Hazard and Hidden Borrowing and Lending: A Recursive Formulation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 781-803, October.

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