A new approach to risk sensitivity (Q4684044)

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scientific article; zbMATH DE number 6944622
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English
A new approach to risk sensitivity
scientific article; zbMATH DE number 6944622

    Statements

    A new approach to risk sensitivity (English)
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    27 September 2018
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    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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