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A new approach to risk sensitivity - MaRDI portal

A new approach to risk sensitivity (Q4684044)

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scientific article; zbMATH DE number 6944622
Language Label Description Also known as
English
A new approach to risk sensitivity
scientific article; zbMATH DE number 6944622

    Statements

    title
    A new approach to risk sensitivity (English)
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    author
    Jack Baczynski
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    publication date
    27 September 2018
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    zbMATH Keywords
    risk sensitivity
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    stochastic control problems
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    dynamic games
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    LEQG
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    utility function
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    convex analysis
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91A25
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    49N90
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    zbMATH DE Number
    6944622
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    OpenAlex ID
    W2337832787
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    DOI
    10.1093/IMAMCI/DNV054
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