Journal: Journal of Economic Dynamics and Control

Found 10 papers in total
Using dynamic programming with adaptive grid scheme for optimal control problems in economics
Using dynamic programming with adaptive grid scheme for optimal control problems in economics
2004,
The study of the solutions of dynamic models with optimizing agents has often been...
Markov-perfect equilibria in intergenerational games with consistent preferences
Markov-perfect equilibria in intergenerational games with consistent preferences
1993,
This paper considers the subgame-perfect equilibria, in Markov strategies, of an...
On R&D timing under uncertainty. The case of exhaustible resource substitution
On R&D timing under uncertainty. The case of exhaustible resource substitution
1993,
In this paper, the authors analyze the problem of endogeneous R&D timing when...
Nonparametric search
Nonparametric search
1993,
The authors analyze the search problem of a consumer who derives information only from...
Entry deterrence and overexploitation of the fishery
Entry deterrence and overexploitation of the fishery
1993,
Two Stackelberg game models (open access and restricted entry) of a poaching fishery...
Optimal income tax in a monetary economy
Optimal income tax in a monetary economy
1993,
This study examines the shape of an optimal income tax schedule in a monetary economy....
Investment, confidence, and linear-exponential-Gaussian control
Investment, confidence, and linear-exponential-Gaussian control
1993,
Confidence was recognized as an important component of the investment decision by...
Interruptible electric power service contracts
Interruptible electric power service contracts
1993,
A two-period model is considered. In period 1 the electric power company offers for...
A preference foundation for log mean-variance criteria in portfolio choice problems
A preference foundation for log mean-variance criteria in portfolio choice problems
1993,
The appropriate criterion for evaluating, and hence also for properly constructing,...
Optimal control without solving the Bellman equation
Optimal control without solving the Bellman equation
1993,
This paper recommends an alternative to solving the Bellman partial differential...
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