Information processing in a three-actions dynamic decision model

DOI10.1016/0377-2217(92)90118-SzbMath0773.90010OpenAlexW1983415901MaRDI QIDQ1205685

Peter Kischka, Werner Jammernegg

Publication date: 1 April 1993

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(92)90118-s

zbMATH Keywords

learning processfinite-horizon stochastic dynamic program

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming (90C39) Economic growth models (91B62) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Information processing in dynamic decision models. An insurance demand example
• Sequential binary investment decisions. A Bayesian approach
• On the Bernoulli two-armed bandit problem
• The Sequential Design of Bernoulli Experiments Including Switching Costs
• Estimation Risk and Incentive Contracts for Portfolio Managers
• Risk Aversion in the Small and in the Large
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

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