IDEAS home Printed from https://ideas.repec.org/r/ecm/emetrp/v78y2010i3p1127-1141.html
   My bibliography  Save this item

Existence and Uniqueness of a Fixed Point for Local Contractions

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Robert A. Becker & Juan Pablo Rincón-Zapatero, 2017. "Arbitration and Renegotiation in Trade Agreements," CAEPR Working Papers 2017-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  2. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2022. "Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting," Journal of Economic Theory, Elsevier, vol. 204(C).
  3. Janusz Matkowski & Andrzej Nowak, 2011. "On discounted dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 455-474, April.
  4. V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2013. "Fixed point for local contractions: Applications to recursive utility," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 23-33, March.
  5. Becker, Robert A. & Rincón-Zapatero, Juan Pablo, 2021. "Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 84-97.
  6. Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022. "Unbounded dynamic programming via the Q-transform," Journal of Mathematical Economics, Elsevier, vol. 100(C).
  7. John Stachurski & Junnan Zhang, 2019. "Dynamic Programming with State-Dependent Discounting," Papers 1908.08800, arXiv.org, revised Oct 2020.
  8. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01437496, HAL.
  9. Agnieszka Wiszniewska-Matyszkiel & Rajani Singh, 2020. "When Inaccuracies in Value Functions Do Not Propagate on Optima and Equilibria," Mathematics, MDPI, vol. 8(7), pages 1-25, July.
  10. Anna Jaśkiewicz & Andrzej Nowak, 2011. "Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics," Dynamic Games and Applications, Springer, vol. 1(2), pages 253-279, June.
  11. Gaetano Bloise, 2020. "Unique Markov Equilibrium Under Limited Commitment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 721-751, May.
  12. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On temporal aggregators and dynamic programming," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(3), pages 787-817, October.
  13. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Documents de travail du Centre d'Economie de la Sorbonne 15053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  14. João Brogueira & Fabian Schütze, 2017. "Existence and uniqueness of equilibrium in Lucas’ asset pricing model when utility is unbounded," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 179-190, October.
  15. Takashi Kamihigashi, 2014. "Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 251-273, June.
  16. Takashi Kamihigashi, 2011. "Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming," Discussion Paper Series DP2011-23, Research Institute for Economics & Business Administration, Kobe University.
  17. Takashi Kamihigashi & Cuong Le Van, 2015. "Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle," Post-Print halshs-01159177, HAL.
  18. Pinter, Gabor & Uslu, Semih, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
  19. Ma, Qingyin & Stachurski, John, 2019. "Optimal timing of decisions: A general theory based on continuation values," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 62-81.
  20. Rincón-Zapatero, Juan Pablo, 2022. "Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming," UC3M Working papers. Economics 35342, Universidad Carlos III de Madrid. Departamento de Economía.
  21. Takashi Kamihigashi, 2014. "An order-theoretic approach to dynamic programming: an exposition," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 13-21, April.
  22. Kazuo Nishimura & Myrna Wooders & Makoto Yano, 2013. "Macroeconomic dynamics and its micro foundation: A special issue in honor of Cuong Le Van," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 1-3, March.
  23. Juan Pablo Rinc'on-Zapatero, 2019. "Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock," Papers 1907.07343, arXiv.org.
  24. Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation," CAEPR Working Papers 2018-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  25. Takashi Kamihigashi & Masayuki Yao, 2015. "Infnite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle," Discussion Paper Series DP2015-32, Research Institute for Economics & Business Administration, Kobe University.
  26. Gregory Cox, 2018. "Almost Sure Uniqueness of a Global Minimum Without Convexity," Papers 1803.02415, arXiv.org, revised Feb 2019.
  27. Matthias Messner & Nicola Pavoni & Christopher Sleet, "undated". "Contractive Dual Methods for Incentive Problems," GSIA Working Papers 2012-E26, Carnegie Mellon University, Tepper School of Business.
  28. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169552, HAL.
  29. Guanlong Ren & John Stachurski, 2018. "Dynamic Programming with Recursive Preferences: Optimality and Applications," Papers 1812.05748, arXiv.org, revised Jun 2020.
  30. Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
  31. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
  32. Łukasz Balbus, 2020. "On recursive utilities with non-affine aggregator and conditional certainty equivalent," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 551-577, September.
  33. Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2015. "Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(1), pages 83-112, February.
  34. Kikuchi, Tomoo & Nishimura, Kazuo & Stachurski, John & Zhang, Junnan, 2021. "Coase meets Bellman: Dynamic programming for production networks," Journal of Economic Theory, Elsevier, vol. 196(C).
  35. Qingyin Ma & John Stachurski, 2019. "Dynamic Optimal Choice When Rewards are Unbounded Below," Papers 1911.13025, arXiv.org.
  36. Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation," CAEPR Working Papers 2018-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  37. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Post-Print halshs-01169552, HAL.
  38. Jenö Pál & John Stachurski, 2011. "Fitted Value Function Iteration With Probability One Contractions," ANU Working Papers in Economics and Econometrics 2011-560, Australian National University, College of Business and Economics, School of Economics.
  39. Takashi Kamihigashi & Masayuki Yao, 2016. "Infinite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle and a Penalty Method," Discussion Paper Series DP2016-05, Research Institute for Economics & Business Administration, Kobe University, revised May 2016.
  40. Bloise, Gaetano & Vailakis, Yiannis, 2018. "Convex dynamic programming with (bounded) recursive utility," Journal of Economic Theory, Elsevier, vol. 173(C), pages 118-141.
  41. Takashi Kamihigashi & Masayuki Yao, 2015. "Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle," Discussion Paper Series DP2015-15, Research Institute for Economics & Business Administration, Kobe University.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.