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Learning and risk aversion

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Publication:1943445
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DOI10.1016/j.jet.2012.09.011zbMath1282.91057OpenAlexW2131476700WikidataQ57937038 ScholiaQ57937038MaRDI QIDQ1943445

Carlos Oyarzun, Rajiv Sarin

Publication date: 20 March 2013

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1969.1/ETD-TAMU-1916


zbMATH Keywords

expected utilityreinforcement learningrisk aversion


Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Rationality and learning in game theory (91A26)


Related Items (5)

A note on absolutely expedient learning rules ⋮ Mean and variance responsive learning ⋮ Dynamic nonlinear pricing model based on adaptive and sophisticated learning ⋮ Convergence in models with bounded expected relative hazard rates ⋮ Monotone imitation




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