Recursive utility using the stochastic maximum principle Knut K. Aase ∗

First Page		Document Content
Date: 2016-07-31 11:25:04 Economy Finance Money Financial risk Equations Mathematical optimization Behavioral finance Expected utility Bellman equation Hyperbolic absolute risk aversion Elasticity of intertemporal substitution Equity premium puzzle		Recursive utility using the stochastic maximum principle Knut K. Aase ∗ Add to Reading List Source URL: www.qeconomics.org Download Document from Source Website File Size: 377,75 KB Share Document on Facebook

	Model Predictive Control Anders Hansson October 7, 2010 It is well-known that it is complicated to derive optimal control in feedback form. Usually one has to solve the dynamic programming or Bellman equation, DocID: 1uLN4 - View Document
	DOC Document DocID: 1rtSh - View Document
	Recursive utility using the stochastic maximum principle Knut K. Aase ∗ DocID: 1rbM8 - View Document
	History dependent public policies David Evans ∗ Thomas J. Sargent‡† DocID: 1r49V - View Document
	American Economic Review 2012, 102(4): 1663–1691 http://dx.doi.orgaerRisk Aversion and the Labor Margin in Dynamic Equilibrium Models† By Eric T. Swanson* DocID: 1qPn8 - View Document