Search CORE

10 research outputs found

Markov-Perfect Nash Equilibria in Models with a Single Capital Stock

Author: A Xepapadeas
C Fershtman
D Levhari
E J Dockner
E J Dockner
E J Dockner
E J Dockner
E J Dockner
Engelbert J. Dockner
F
F O O Wagener
Florian O. O. Wagener
G Kossioris
H Benchekroun
J Benhabib
J P Rincon-Zapatero
K.-G M�ler
L M Marx
M Eswaran
P K Dutta
R K Sundaram
S Clemhout
W A Brock
W A Brock
W D Dechert
Publication venue: 'Elsevier BV'
Publication date: 01/01/2006
Field of study

Characterization of Markovian equilibria in a class of differential games

Author: Rincon-Zapatero J. P.
Publication venue
Publication date
Field of study

Research Papers in Economics

On maximin dynamic programming and the rate of discount

Author: A Jaśkiewicz
C Chambers
C Van Le
C Van Le
D Topkis
F Alvarez
I Gilboa
J Durán
Jean-Pierre Drugeon
JP Rincon-Zapatero
JP Rincon-Zapatero
K Wakai
K Wakai
NL Stokey
P Bich
PA Streufert
PA Streufert
PY Geoffard
R Amir
RE Bellman
T Kahimigashi
T Kahimigashi
Thai Ha-Huy
Thi Do Hanh Nguyen
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Structures of Stochastic Differential Games for Which the Open-Loop Equilibrium Is Subgame Perfect

Author: Alexander Mehlmann
Chaim Fershtman
Chaim Fershtman
D W K Yeung
Engelbert Dockner
F Jennifer
H Wendell
J Engelbert
Juan P Rincon-Zapatero
Nancy L Morton I Kamien
Ricardo Josa-Fombellida
S J�rgensen
S J�rgensen
Simone Clemhout
Steffen J�rgensen
Tamer Ba�sarba�sar
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Certainty Equivalence Principle in Stochastic Differential Games: An Inverse Problem Approach

Author: A Melhmann
A Mijatovi�cmijatovi�c
A Prasad
B �ksendal
D W K Yeung
E Dockner
F Chang
F H Hahn
G Sorger
H He
H Theil
I Karatzas
J P Rinc�n-Zapatero
J Yong
Juan P Rincon-Zapatero
M Kurz
N Ikeda
N V Long
R Josa-Fombellida
R Josa-Fombellida
Ricardo Josa-Fombellida
S J�rgensen
S J�rgensen
S Tsutsui
T Ba�sarba�sar
W H Fleming
Y Kuwana
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

A Nonsmooth Approach to Envelope Theorems

Author: A Auslender
A Clausen
A Veinott
D Topkis
E G Gol&apos
F Clarke
F Clarke
H Hopenhayn
H L Royden
J F Bonnans
J Gauvin
J Gauvin
J Kyparisis
J M Bonnisseau
J Quah
J Rincon-Zapatero
J Viner
K Askri
Kevin Reffett
L Benveniste
L Mirman
O Morand
Olivier F. Morand
P Milgrom
P Samuelson
R Grinold
R T Rockafellar
R T Rockafellar
S Tarafdar
Suchismita Tarafdar
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case

Author: Aliprantis C. D.
Barbera S.
Becker R. A.
Blackwell D.
Boyd J. H.
Browder F. E.
Carlos Rodriguez-Palmero
Denardo E. V.
Duran J.
Dutta P.
Juan Pablo Rincon-Zapatero
Krasnolselskii M. A.
Langen H. J.
Ljungqvist L.
Luenberger D. G.
Rockafellar R. T.
Stokey N. L.
Streufert P. A.
Willard S.
Publication venue: 'Wiley'
Publication date
Field of study

A natural extension of the classical envelope theorem in vector differential programming

Author: A Balbás
A Balbás
A Balbás
A Balbás
A Balbás
E Silberherg
E Silherberg
F. García Castaño
H Hotelling
J Rincon-Zapatero
JP Aubin
L Benveniste
LG Epstein
M. A. Melguizo Padial
MR Caputo
P Jiménez Guerra
P Jiménez Guerra
P Jiménez Guerra
P Jiménez Guerra
RT Rockafellar
SN Afriat
W Rudin
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

On Uniqueness of Time-Consistent Markov Policies for Quasi-Hyperbolic Consumers Under Uncertainty

Author: A Caplin
A S Nowak
B D Bernheim
B D Bernheim
B Peleg
C Harris
D M Topkis
E Hewitt
E Maskin
E Phelps
F Echenique
G Sorger
J Matkowski
J P Drugeon
J P Rincon-Zapatero
K L Judd
Kevin Reffett
L Balbus
L Balbus
L Balbus
L Gong
L Maliar
Lukasz Balbus
Lukasz Patryk Wozny
M Nakajima
M O Jackson
N R Kocherlakota
N Stokey
P C B Phillips
P Krusell
P Krusell
R Amir
R H Strotz
S Chassang
S Chatterjee
S M Goldman
W Leininger
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Equilibrium Strategies in a Defined Benefit Pension Plan Game

Author: A J G Cairns
C K Leong
D Hainaut
D Hainaut
E Dockner
F Cabo
G Guan
H C Huang
J Xu
Juan P Rincon-Zapatero
K Lancaster
L Arnold
L Delong
Le Courtois
N V Krylov
O Hern�ndez-Lerma
R C Merton
R C Merton
R Josa-Fombellida
R Josa-Fombellida
R Josa-Fombellida
R Josa-Fombellida
R Josa-Fombellida
Ricardo Josa-Fombellida
S Browne
S Browne
S Browne
S C Chang
S C Chang
S C Chang
S Haberman
S Haberman
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

core

core