Dynamic Choice Theory and Dynamic Programming
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Publication:3964279
DOI10.2307/1912348zbMath0498.90002OpenAlexW1965941457MaRDI QIDQ3964279
Evan L. Porteus, David M. Kreps
Publication date: 1979
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912348
dynamic programmingdynamic choice theoryfinite horizon sequential decision problemsoptimal Markovian strategies
Decision theory (91B06) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)
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Long-term dynamic asset allocation under asymmetric risk preferences ⋮ Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies ⋮ Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs ⋮ Nonrecursive separation of risk and time preferences ⋮ Temporal von Neumann-Morgenstern and induced preferences ⋮ CONDITIONAL CERTAINTY EQUIVALENT ⋮ Conditional decision processes with recursive function ⋮ Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors ⋮ Temporal risk and the nature of induced preferences ⋮ Supporting others and the evolution of influence.
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