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Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics
15 references·1 citing·42 second hop
Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics (2011)Stochastic Games with Unbounded Payoffs: …Wanting Robustness in Macroeconomics (2010)Wanting Robustness in Macroec…Robustness (2007)RobustnessDynamic variational preferences (2006)Dynamic variational preferenc…Robust Dynamic Programming (2005)Robust Dynamic ProgrammingRecursive Macroeconomic Theory (2000)Recursive Macroeconomic TheoryRobust Permanent Income and Pricing (1999)Robust Permanent Income and P…Nonzero-Sum Stochastic Games (1999)Nonzero-Sum Stochastic GamesDynamic Programming with Homogeneous Functions (1998)Dynamic Programming with Homo…Borel Stochastic Games with Lim Sup Payoff (1993)Borel Stochastic Games with L…Recursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…Universally Measurable Strategies in Zero-Sum Stochastic Games (1985)Universally Measurable Strate…Stochastic games (1981)Stochastic gamesOn stochastic games (1970)On stochastic gamesStochastic Games (1953)Stochastic GamesMinimax Theorems (1953)Minimax TheoremsOn the Perils of Stabilizing Prices When Agents are Learning. (2015)On the Perils of Stabilizing …Risk, Ambiguity, and the Savage Axioms (1961)Maxmin expected utility with non-unique prior (1989)Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Two Tier Reforms of Employment Protection: A Honeymoon Effect? (2007)Labor supply effects of the recent social security benefit cuts: Empirical estimates using cohort discontinuities (2009)Pricing Uncertainty Induced by Climate Change (2019)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Microstructure and Ambiguity (2010)Optimal Monetary Stabilization Policy (2010)Uncertainty, Risk, and the Financial Crisis of 2008 (2014)Theory of games and economic behavior (2019)Asset Prices in an Exchange Economy (1978)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of Rational Addiction (1988)Chapter 8 Micro data and general equilibrium models (1999)Convergence trading with wealth effects: an amplification mechanism in financial markets (2001)Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome (2010)Robust Convex Optimization (1998)Selected topics in robust convex optimization (2007)Robust Markov Decision Processes (2012)Quantifying Distributional Model Risk via Optimal Transport (2019)Stochastic Games (1953)Contributions to the theory of games. (1960)Algorithms for stochastic games ? A survey (1991)Evolution of cooperation in stochastic games (2018)Operational Research: methods and applications (2023)Search-Theoretic Models of the Labor Market: A Survey (2005)Default Risk and Income Fluctuations in Emerging Economies (2007)Growth Based on Increasing Returns Due to Specialization (2016)Indivisible labor and the business cycle (1985)Occupational Choice and the Process of Development (1993)The Theory of Incentives: The Principal-Agent Model (2001)Optimal cartel equilibria with imperfect monitoring (1986)Introduction to game theory (2003)Cooperative Control and Potential Games (2009)Robust control and model misspecification (2006)RISK MEASURES ON ORLICZ HEARTS (2009)Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)Robust portfolios: contributions from operations research and finance (2009)An Academic Response to Basel 3.5 (2014)Robust Decision Making (RDM) (2019)
this work references cited by second hop

References

  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 1953Stochastic Games2,447 cited
  • 2000Recursive Macroeconomic Theory1,589 cited
  • 1953Minimax Theorems831 cited
  • 2005Robust Dynamic Programming579 cited
  • 1999Robust Permanent Income and Pricing476 cited
  • 2007Robustness430 cited
  • 1981Stochastic games323 cited
  • 2006Dynamic variational preferences291 cited
  • 2010Wanting Robustness in Macroeconomics158 cited
  • 1998Dynamic Programming with Homogeneous Functions145 cited
  • 1970On stochastic games97 cited
  • 1999Nonzero-Sum Stochastic Games87 cited
  • 1993Borel Stochastic Games with Lim Sup Payoff64 cited
  • 1985Universally Measurable Strategies in Zero-Sum Stochastic Games58 cited

Cited by

  • 2015On the Perils of Stabilizing Prices When Agents are Learning.16 cited

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