Parametric certainty equivalence procedures in decision-making under uncertainty

DOI10.1007/BF01283206zbMath0451.90002OpenAlexW2021747601MaRDI QIDQ3898267

Leif Johansen

Publication date: 1980

Published in: Zeitschrift für Nationalökonomie (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01283206

zbMATH Keywords

computational methodsdecision-making under uncertaintyeconomic planningeconometric modelscombinations of exponential functionsexponential objective functionparametric certainty equivalence procedures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06)

Related Items (1)

Implications of constant risk aversion

Cites Work

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• The Introduction of Risk into a Programming Model
• A Matrix Measure of Multivariate Local Risk Aversion
• A Proxy Approach to Multi-Attribute Decision Making
• A Survey of the Theory of International Trade: Part 1, The Classical Theory
• Additive Utility Functions and Linear Engel Curves

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