On alternative methods of generating risk sensitive decision rules

DOI10.1016/0165-1765(84)90139-3MaRDI QIDQ374965zbMATH OpenOpenAlexFDO

Authors A. J. Hughes-Hallett

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(84)90139-3

Mathematics Subject Classification ID

Decision theory (91B06)

Recommendations

• The stochastic interdependence of dynamic risk-sensitive decision rules
• scientific article; zbMATH DE number 3867049
• scientific article; zbMATH DE number 3928863
• The expected loss and mean square error reductions of risk sensitive decisions
• More risk-sensitive Markov decision processes

Cites work

• scientific article; zbMATH DE number 3791479 (Why is no real title available?)
• "Expected Utility" Analysis without the Independence Axiom
• A Matrix Measure of Multivariate Local Risk Aversion
• The Introduction of Risk into a Programming Model

Cited in

(4)

• Investment, confidence, and linear-exponential-Gaussian control
• The stochastic interdependence of dynamic risk-sensitive decision rules
• The expected loss and mean square error reductions of risk sensitive decisions
• scientific article; zbMATH DE number 3867049 (Why is no real title available?)

This page was built for publication: On alternative methods of generating risk sensitive decision rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q374965)