Certainty equivalence principle in stochastic differential games: An inverse problem approach

OPTIMAL CONTROL APPLICATIONS & METHODS (p. 545-557) - 5/2019

https://doi.org/10.1002/oca.2494 Ver en origen

• EISSN 1099-1514
• ISSN 0143-2087

• UC3M

Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case"

ECONOMETRICA (p. 317-318) - 1/2009

https://doi.org/10.3982/ecta7770 Ver en origen

• EISSN 1468-0262
• ISSN 0012-9682

• UC3M

Differentiability of the Value Function without Interiority Assumptions

JOURNAL OF ECONOMIC THEORY (p. 1948-1964) - 9/2009

https://doi.org/10.1016/j.jet.2009.02.006, Ver en origen

• EISSN 1095-7235
• ISSN 0022-0531

• UC3M

Differentiability of the value function and Euler equation in non-concave discrete time stochastic dynamic programming

Economic Theory Bulletin (p. 79-88) - 3/2019

https://doi.org/10.1007/s40505-019-00166-4 Ver en origen

• EISSN 2196-1093
• ISSN 2196-1085

• UC3M

Envelope theorem in dynamic economic models with recursive utility

ECONOMICS LETTERS (p. 10-12) - 2/2018

https://doi.org/10.1016/j.econlet.2017.11.018 Ver en origen

• EISSN 1873-7374
• ISSN 0165-1765

• UC3M

Equilibrium strategies in a defined benefit pension plan game

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 374-386) - 5/2019

https://doi.org/10.1016/j.ejor.2018.11.018 Ver en origen

• EISSN 1872-6860
• ISSN 0377-2217

• UC3M

Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset

ECONOMIC THEORY (p. 61-108) - 5/2015

https://doi.org/10.1007/s00199-015-0873-z Ver en origen

• EISSN 1432-0479
• ISSN 0938-2259

• UC3M

Funding and Investment Decisions in a Stochastic Defined Benefit Pension Plan with Several Levels of Labor-Income Earnings

COMPUTERS & OPERATIONS RESEARCH (p. 47-63) - 1/2008

https://doi.org/10.1016/j.cor.2006.02.021 Ver en origen

• EISSN 1873-765X
• ISSN 0305-0548

• UC3M

Hopf-Lax Formula for Variational Problems with Non-Constant Discount

Journal of Geometric Mechanics (p. 357-367) - 9/2009

https://doi.org/10.3934/jgm.2009.1.357 Ver en origen

• EISSN 1941-4897
• ISSN 1941-4889

• UC3M

Mean-Variance Portfolio and Contribution Selection in Stochastic Pension Funding

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 120-137) - 5/2008

https://doi.org/10.1016/j.ejor.2007.03.002 Ver en origen

• EISSN 1872-6860
• ISSN 0377-2217

• UC3M

Optimal Mean Variance Portfolio in Pension Funding with Stochastic Interest Rates. In: New Frontiers in Insurance and Bank Risk Management

New Frontiers in Insurance and Bank Risk Management (p. 55-68) - 6/2009

Editor: MCGRAW HILL INTERAMERICANA DE ESPAÑA,S.A,

• ISBN 978-88-386-6061-0

• UC3M

A noncoperative differential game of stochastic productive assets

8th Eighth International ISDG (International Society of Dynamic Games) Workshop - 2011

• UC3M

A stochastic differential game of a productive asset: an Euler Equation approach

Ninth International ISDG Workshop (BCN 5-6 July 2013) - 2013

• UC3M

Aggregator Characterization of Implicitly Additive Utility: Consequences for Optimal Growth

13th SAET Conference on Current Trends in Economics MINES ParisTech, July 22-27, 2013 - 2013

• UC3M

On global stackelberg equilibrium in differential games of infinite horizon

Sixteenth International Symposium on Dynamic Games and Applications - 2014

• UC3M

Subgame Perfect Nash Equilibrium as solution of a control problem

XXXVII Congreso nacional SEIO. XI Jornadas de estadística pública (p. 61) - 2018

Editor: UNIVERSIDAD DE OVIEDO

• ISBN 9788416664986

• UC3M

Differentiability of the Value Function in Continuous-Time Economic Models

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (p. 305-323) - 6/2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.jmaa.2012.04.056 Ver en origen

• EISSN 1096-0813
• ISSN 0022-247X

• UC3M
• UC3M

Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming

2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

• UC3M

Housing prices and credit constraints in competitive search

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

• UC3M
• UC3M
• UC3M

Essays in the theory of repeated games

Fecha de defensa: 09-07-2010

• UC3M