Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models

No abstract is available for this paper.

• Publication year

  2014

• Venue

  Journal of Economics Theory

• Publication date

  2014-05-01

• Fields of study

  Mathematics, Computer Science, Economics

• Identifiers
  DOI 10.1016/j.jet.2014.01.005
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Recursive Methods In Economic Dynamics

  2016cited by this paper
• Risk Aversion in the Small and in the Large under Rank-Dependent Utility

  2015influential reference
• Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers

  2014cited by this paper
• Axiomatization and Measurement of Quasi-Hyperbolic Discounting

  2014cited by this paper
• Stochastic stability in monotone economies

  2014cited by this paper
• Corrigendum to “Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples”

  2013cited by this paper
• A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism

  2013cited by this paper
• Stochastic Finance

  2013influential reference
• Introduction to Modern Economic Growth.

  2012cited by this paper
• Small noise methods for risk-sensitive/robust economies

  2012cited by this paper
• Noisy Stochastic Games

  2012cited by this paper
• Game theory.

  2011cited by this paper
• On a Noncooperative Stochastic Game Played by Internally Cooperating Generations

  2010influential reference
• Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment

  2010influential reference
• Existence of perfect equilibria in a class of multigenerational stochastic games of capital accumulation

  2008influential reference
• General Equilibrium

  2008cited by this paper
• The New Palgrave Dictionary of Economics

  2008cited by this paper
• On stochastic games in economics

  2007influential reference
• A Solutions Manual for General Equilibrium, Overlapping Generations Models, and Optimal Growth Theory

  2007cited by this paper
• Subgame-Perfect Equilibria for Stochastic Games

  2007cited by this paper
• Stochastic optimal control : the discrete time case

  2007influential reference
• Average optimality for risk-sensitive control with general state space

  2007cited by this paper
• On perfect equilibria in stochastic models of growth with intergenerational altruism

  2006cited by this paper
• On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions

  2006influential reference
• A Stochastic Multigeneration Game for Global Climate Change Impact Assessment

  2006influential reference
• A Multigenerational Game Model to Analyze Sustainable Development

  2005influential reference
• Stationary equilibria in discounted stochastic games with weakly interacting players

  2005influential reference
• Global Warming and Hyperbolic Discounting

  2004cited by this paper
• Partial Ordering Methods In Nonlinear Problems

  2004cited by this paper
• Equilibria for discounted stochastic games

  2003cited by this paper
• On a new class of nonzero-sum discounted stochastic games having stationary Nash equilibrium points

  2003influential reference
• Consumption--Savings Decisions with Quasi--Geometric Discounting

  2003cited by this paper
• Economic Properties of the Risk Sensitive Criterion for Portfolio Management

  2003cited by this paper
• Dynamic Choices of Hyperbolic Consumers

  2001influential reference
• Markov Perfect Equilibrium: I. Observable Actions

  2001cited by this paper
• Risk-sensitive real business cycles☆

  2000influential reference
• Nonatomic total rewards Markov decision processes with multiple criteria

  2000cited by this paper
• Recursive Macroeconomic Theory

  2000cited by this paper
• Nash Equilibria of Risk-Sensitive Nonlinear Stochastic Differential Games

  1999cited by this paper
• Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

  1999cited by this paper
• Discounted Stochastic Games

  1998cited by this paper
• Risk-Sensitive Dynamic Market Share Attraction Games

  1997cited by this paper
• Risk Sensitive Markov Decision Processes

  1997cited by this paper
• Dynamic Allocation in an Altruistic Overlapping Generations Economy

  1997cited by this paper
• Markov Equilibria of Stochastic Games with Complementarities

  1996influential reference
• Continuous Stochastic Games of Capital Accumulation with Convex Transitions

  1996influential reference
• Strategic intergenerational bequests with stochastic convex production

  1996influential reference
• Stationary Monetary Equilibria in Overlapping Generations Models with Incomplete Markets

  1996cited by this paper
• Discounted linear exponential quadratic Gaussian control

  1995influential reference
• The Existence of Subgame-Perfect Equilibrium in Continuous Games with Almost Perfect Information: A Case for Public Randomization

  1995cited by this paper
• Stationary Markov Equilibria

  1994influential reference
• Markovian equilibrium in a class of stochastic games: existence theorems for discounted and undiscounted models

  1992cited by this paper
• Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games

  1992influential reference
• A class of risk-sensitive noncooperative games☆

  1990cited by this paper
• Risk-Sensitive Optimal Control

  1990influential reference
• Existence of stationary equilibrium strategies in non-zero sum discounted stochastic games with uncountable state space and state-independent transitions

  1989cited by this paper
• Adaptive Markov Control Processes

  1989cited by this paper
• The Existence of Perfect Equilibria in a Model of Growth with Altruism between Generations

  1986cited by this paper
• Elimination of randomization in statistical decision theory reconsidered

  1985cited by this paper
• Stochastic inflation and government provision of indexed bonds

  1985cited by this paper
• Altruistic growth economies

  1983cited by this paper
• INVARIANT DISTRIBUTIONS AND THE LIMITING BEHAVIOR OF MARKOVIAN ECONOMIC MODELS

  1982cited by this paper
• Dynamic equilibria in multigeneration stochastic games

  1981cited by this paper
• SECOND-BEST NATIONAL SAVING AND GAME-EQUILIBRIUM GROWTH

  1980influential reference
• An extension of the usual model in statistical decision theory with applications to stochastic optimization problems

  1978cited by this paper
• Minimizing a Submodular Function on a Lattice

  1978cited by this paper
• Measurable Selections of Extrema

  1973influential reference
• Optimal control of differential and functional equations

  1972cited by this paper
• CONVERGENCE OF PROBABILITY MEASURES

  1970cited by this paper
• Convergence to Markov processes

  1969cited by this paper
• Mathematical foundations of the calculus of probability

  1965cited by this paper
• A FURTHER GENERALIZATION OF THE KAKUTANI FIXED POINT THEOREM, WITH APPLICATION TO NASH EQUILIBRIUM POINTS

  1952cited by this paper
• Elimination of Randomization in Certain Statistical Decision Procedures and Zero-Sum Two-Person Games

  1951cited by this paper
• Elimination of Randomization in Certain Problems of Statistics and of the Theory of Games.

  1950influential reference
• Journal of Economic Theory

  year unknowncited by this paper
• From The New Palgrave Dictionary of Economics, Second Edition, 2008

  year unknowncited by this paper

• Stochastic games of risk-sensitive players with quasi-hyperbolic discounting

  2026cites this paper
• Markov perfect equilibria in stochastic growth models with quasi-hyperbolic discounting and risk-sensitive preferences

  2025cites this paper
• Risk-sensitive continuous-time stochastic games with the average criterion and a compact state space

  2025cites this paper
• Risk Sensitivity in Markov Games and Multi-Agent Reinforcement Learning: A Systematic Review

  2024cites this paper
• Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces

  2024cites this paper
• Contractive approximations in average Markov decision chains driven by a risk-seeking controller

  2023cites this paper
• Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors

  2022cites this paper
• Ergodic risk-sensitive control - A survey

  2022cites this paper
• Cooperative Stochastic Games with Mean-Variance Preferences

  2021cites this paper
• Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs

  2021cites this paper
• A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion

  2020cites this paper
• Markov decision processes with quasi-hyperbolic discounting

  2020cites this paper
• Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting

  2020cites this paper
• Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret

  2020cites this paper
• Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players

  2019cites this paper
• The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion

  2019cites this paper
• Dynamic games in macroeconomics

  2018cites this paper
• O C ] 2 J ul 2 01 8 On non-randomized stationary optimal policies in constrained discounted Markov decision processes

  2018cites this paper
• Constrained discounted Markov decision processes with Borel state spaces

  2018cites this paper
• Stability and cooperative solution in stochastic games

  2018cites this paper
• Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting

  2018cites this paper
• On a generalization of the Dvoretzky–Wald–Wolfowitz theorem with an application to a robust optimization problem

  2017cites this paper
• Zero-sum Risk-Sensitive Stochastic Games

  2016cites this paper
• Perfect information games where each player acts only once

  2016cites this paper
• Non-paternalistic intergenerational altruism revisited

  2016cites this paper
• On Non-Negative Recursive Utilities in Dynamic Programming with Nonlinear Aggregator and CES

  2015influential citation
• Existence of Stationary Markov Perfect Equilibria in Stochastic Altruistic Growth Economies

  2015cites this paper
• Extremal choice equilibrium with applications to large games, stochastic games, & endogenous institutions

  2015cites this paper
• Stochastic bequest games

  2015cites this paper
• A Strategic Dynamic Programming Method for Studying Short-Memory Equilibria of Stochastic Games with Uncountable Number of States

  2015cites this paper
• Robust Markov perfect equilibria

  2014cites this paper
• Robust Markov Perfect Equilibria in a Dynamic Choice Model with Quasi-hyperbolic Discounting

  2014cites this paper
• Existence of Stationary Markov Perfect Equilibria in Stochastic Altruistic Growth Economies

  2014cites this paper
• Markov Perfect Equilibria in Stochastic Bequest Games

  2014cites this paper
• Stationary Markov perfect equilibria in discounted stochastic games

  2013cites this paper