Economic policy rules for risk-sensitive decision making

DOI10.1007/BF01289660MaRDI QIDQ3342169zbMATH OpenOpenAlexFDO

Authors Frederick van der Ploeg

Publication date 1984

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

Full work available at URL https://doi.org/10.1007/bf01289660

zbMATH Keywords

differential dynamic gamedisequilibrium policy ruleseconomic policy rulesmeasure of constant absolute risk-sensitivityoptimal depletion strategies of an exhaustible resourcerisk-sensitive decision makingrisk-sensitive equilibriumstability

Mathematics Subject Classification ID

Economic growth models (91B62) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Recommendations

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Cites work

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Cited in

(5)

• Measuring dynamic efficiency under risk aversion
• A class of risk-sensitive noncooperative games
• Optimal simple rules in RE models with risk sensitive preferences
• The expected loss and mean square error reductions of risk sensitive decisions
• Dissipativity and risk-sensitivity in control problems

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