Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting, 2022, Łukasz Balbus , Kevin Reffet , Łukasz Woźny , Journal of Economic Theory, Vol. 204, 1--39, ISSN: 0022-0531, eISSN: 1095-7235, bibliogr. summ.
Słowa kluczowe: Approximation, Generalized Bellman equation, Hyperbolic discounting, Markov equilibrium, Quasi-hyperbolic discounting, Time consistency
Kod: CZR-JCR BibTeX (pkt. 200) DOI: 10.1016/j.jet.2022.105493

On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty, 2018, Łukasz Balbus , Kevin Reffet , Łukasz Woźny , Journal of Economic Theory, Vol. 176, 293--310, ISSN: 0022-0531, eISSN: 1095-7235, bibliogr. summ.
Słowa kluczowe: Generalized Bellman equation, Markov equilibrium, Time consistency, Uniqueness
Kod: CZR-JCR BibTeX (pkt. 30) DOI: 10.1016/j.jet.2018.04.003

Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models, 2014, Anna Jaśkiewicz , Andrzej Nowak , Journal of Economic Theory, Vol. 151, 411--447, ISSN: 0022-0531, eISSN: 1095-7235, bibliogr. summ.
Słowa kluczowe: intergenerational stochastic game, overlapping generations model, risk sensitive optimisation, stationary Markov perfect equilibrium
Kod: CZR-JCR BibTeX (pkt. 30) DOI: 10.1016/j.jet.2013.01.005

A constructive study of Markov equilibria in stochastic games with strategic complementarities, 2014, Łukasz Balbus , Kevin Reffet , Łukasz Woźny , Journal of Economic Theory, Vol. 150, 815--840, ISSN: 0022-0531, eISSN: 1095-7235, bibliogr. tab. wykr. summ.
Słowa kluczowe: Markov equilibria, constructive methods, stochastic games
Kod: CZR-JCR BibTeX (pkt. 30) DOI: 10.1016/j.jet.2013.09.005