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Recursive utility with unbounded aggregators

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Author Info

  • Juan Rincón-Zapatero

    ()

  • Carlos Rodríguez-Palmero

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s00199-007-0215-x
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Bibliographic Info

Article provided by Springer in its journal Economic Theory.

Volume (Year): 33 (2007)
Issue (Month): 2 (November)
Pages: 381-391

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Handle: RePEc:spr:joecth:v:33:y:2007:i:2:p:381-391

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Web page: http://link.springer.de/link/service/journals/00199/index.htm

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Related research

Keywords: Koopmans’ equation; Recursive utility; Contraction mapping; C61; D90;

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References

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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  1. repec:att:wimass:9103 is not listed on IDEAS
  2. Juan Pablo RincÛn-Zapatero & Carlos RodrÌguez-Palmero, 2003. "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case," Econometrica, Econometric Society, vol. 71(5), pages 1519-1555, 09.
  3. Tjalling C. Koopmans, 1959. "Stationary Ordinal Utility and Impatience," Cowles Foundation Discussion Papers 81, Cowles Foundation for Research in Economics, Yale University.
  4. Boud, John III, 1990. "Recursive utility and the Ramsey problem," Journal of Economic Theory, Elsevier, vol. 50(2), pages 326-345, April.
  5. Robert E. Lucas Jr. & Nancy L. Stokey, 1982. "Optimal Growth with Many Consumers," Discussion Papers 518, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  6. Becker, Robert A & Boyd, John H, III, 1992. "Recursive Utility and Optimal Capital Accumulation II: Sensitivity and Duality Theory," Economic Theory, Springer, vol. 2(4), pages 547-63, October.
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Citations

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Cited by:
  1. Vailakis, Yiannis & Martins-da-Rocha, Victor Filipe, 2008. "Existence and Uniqueness of a Fixed-Point for Local Contractions," Economics Working Papers (Ensaios Economicos da EPGE) 677, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Marinacci, Massimo & Montrucchio, Luigi, 2010. "Unique solutions for stochastic recursive utilities," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1776-1804, September.
  3. Matkowski, Janusz & Nowak, Andrzej S., 2008. "On Discounted Dynamic Programming with Unbounded Returns," MPRA Paper 12215, University Library of Munich, Germany.
  4. Takashi Kamihigashi, 2012. "Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming," Discussion Paper Series DP2012-05, Research Institute for Economics & Business Administration, Kobe University.
  5. Takashi Kamihigashi, 2012. "Elementary Results on Solutions to the Bellman Equation of Dynamic Programming: Existence, Uniqueness, and Convergence," Discussion Paper Series DP2012-31, Research Institute for Economics & Business Administration, Kobe University.
  6. Takashi Kamihigashi, 2013. "An Order-Theoretic Approach to Dynamic Programming: An Exposition," Discussion Paper Series DP2013-29, Research Institute for Economics & Business Administration, Kobe University, revised Nov 2013.

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