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On endogenous discounting and recursive utilities

2022/47/B/HS4/00331

Keywords:

discounting heterogeneous discounting program recursive utility intertemporal aggregator certainty equivalent operator risk aversion entropic risk measure time inconsistency the elasticity of intertemporal substitution impatience,

Descriptors:

  • HS4_001:
  • HS4_005:
  • HS4_006:

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Zielonogórski

woj. lubuskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Łukasz Balbus 

Number of co-investigators in the project: 4

Call: OPUS 24 - announced on 2022-07-15

Amount awarded: 534 360 PLN

Project start date (Y-m-d): 2023-07-06

Project end date (Y-m-d): 2027-07-05

Project duration:: 48 months (the same as in the proposal)

Project status: Pending project

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (3)
  1. Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
    Authors:
    Łukasz Balbus, Anna Jaśkiewicz, Andrzej Nowak
    Academic press:
    Applicationes Mathematicae (rok: 2023, tom: 2,08472222222222, strony: 107-121), Wydawca: Instytut Matematyczny PAN
    Status:
    Published
    DOI:
    10.4064/am2498-1-2024 - link to the publication
  2. Markov perfect equilibria for risk-sensitive Markov decision processes with quasi-hyperbolic discounting
    Authors:
    Anna Jaśkiewicz, Andrzej Nowak
    Academic press:
    Discrete and Continuous Dynamical Systems - Series B (rok: 2024, tom: nie dotyczy, strony: nie dotyczy), Wydawca: American Institute of Mathematical Sciences
    Status:
    Published
    DOI:
    10.3934/dcdsb.2024182 - link to the publication
  3. Time-Consistency in the Mean–Variance Problem: A New Perspective
    Authors:
    Nicole Bauerle, Anna Jaśkiewicz
    Academic press:
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 70, NO. 1, JANUARY 2025 (rok: 2025, tom: 70(1), strony: 251-262), Wydawca: IEEE CSS
    Status:
    Published
    DOI:
    10.1109/TAC.2024.3420413 - link to the publication

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