Linear-Quadratic Controls in Risk-Averse Decision Making
From MaRDI portal
Publication:2910844
DOI10.1007/978-1-4614-5079-5zbMath1401.91003OpenAlexW2482411642MaRDI QIDQ2910844
Publication date: 12 September 2012
Published in: SpringerBriefs in Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-5079-5
Decision theory (91B06) Feedback control (93B52) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16) Applications of statistics (62P99) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
This page was built for publication: Linear-Quadratic Controls in Risk-Averse Decision Making