Risk, uncertainty, and complexity

DOI10.1016/0165-1889(94)90077-9zbMath0783.90005OpenAlexW2084121096MaRDI QIDQ1309846

David W. Shimer, Alfred L. Norman

Publication date: 2 January 1994

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90077-9

zbMATH Keywords

uncertaintyBayesian statisticsconsolidationriskcomplexity theoryspecialization

Mathematics Subject Classification ID

Related Items (1)

Computability, complexity and economics

Cites Work

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• The optimal reward operator in dynamic programming
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• Knightian decision theory. I.
• Optimization of stochastic systems. Topics in discrete-time systems
• A Theory of Monetary Exchange
• Controlling a Stochastic Process with Unknown Parameters
• Linear Quadratic Control Theory for Models with Long Lags
• Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control
• Discounted Dynamic Programming
• Symbolic integration

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