摘要翻译：
本文给出了几类重要偏好的（随机）递归效用存在唯一性的本原、易验证的充分条件。为了适应实践中常用的模型，我们允许状态空间和每周期实用程序都是无界的。对于我们研究的许多模型，存在唯一性都是在一个单一的、原始的“细尾”条件下建立的。我们给出了鲁棒偏好、模糊厌恶和隐藏状态学习模型以及Epstein-Zin偏好的几个应用。
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英文标题：
《Existence and uniqueness of recursive utilities without boundedness》
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作者：
Timothy M. Christensen
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最新提交年份：
2021
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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：
  This paper derives primitive, easily verifiable sufficient conditions for existence and uniqueness of (stochastic) recursive utilities for several important classes of preferences. In order to accommodate models commonly used in practice, we allow both the state-space and per-period utilities to be unbounded. For many of the models we study, existence and uniqueness is established under a single, primitive "thin tail" condition on the distribution of growth in per-period utilities. We present several applications to robust preferences, models of ambiguity aversion and learning about hidden states, and Epstein-Zin preferences.
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PDF链接：
https://arxiv.org/pdf/2008.00963