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Journal of Economic Theory

Volumn 93, Issue 2, 2000, Pages 240-259

Efficient Intertemporal Allocations with Recursive Utility

(3) Dumas, Bernard a,b Uppal, Raman c Wang, Tan c

a INSEAD (France)

b UNIVERSITY OF PENNSYLVANIA (United States)

c UNIVERSITY OF BRITISH COLUMBIA (Canada)

Author keywords

Variational utility; stochastic control; dynamic programming; Bellman equation

Indexed keywords

EID: 0013162787 PISSN: 00220531 EISSN: None Source Type: Journal
DOI: 10.1006/jeth.2000.2656 Document Type: Article

Times cited : (40)

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