The stochastic interdependence of dynamic risk-sensitive decision rules

DOI10.1080/00207728408926646zbMath0553.90008OpenAlexW2103042852MaRDI QIDQ3216383

Andrew J. Hughes Hallett

Publication date: 1984

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728408926646

zbMATH Keywords

economic planninginseparability propertyrisk-sensitive decisionsstochastic objective

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Individual preferences (91B08)

Cites Work

• The Introduction of Risk into a Programming Model
• "Expected Utility" Analysis without the Independence Axiom
• Risk-sensitive linear/quadratic/gaussian control
• A Matrix Measure of Multivariate Local Risk Aversion
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