摘要翻译：
本文发展了一个分析效用函数无界、激波相关无界的随机动力学问题的一般框架。通过一般不动点定理，推广了Banach压缩和局部压缩的已知结果，得到了Bellman方程解的存在唯一性的新结果。我们研究了交换经济中的内生增长模型和卢卡斯资产定价模型，显著地扩大了它们的适用范围。
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英文标题：
《Existence and Uniqueness of Solutions to the Stochastic Bellman Equation
  with Unbounded Shock》
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作者：
Juan Pablo Rinc\'on-Zapatero
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最新提交年份：
2019
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分类信息：

一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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英文摘要：
  In this paper we develop a general framework to analyze stochastic dynamic problems with unbounded utility functions and correlated and unbounded shocks. We obtain new results of the existence and uniqueness of solutions to the Bellman equation through a general fixed point theorem that generalizes known results for Banach contractions and local contractions. We study an endogenous growth model as well as the Lucas asset pricing model in an exchange economy, significantly expanding their range of applicability.
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PDF链接：
https://arxiv.org/pdf/1907.07343