Reference points and learning
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Publication:2138367
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- A Theory of Disappointment Aversion
- A model of reference-dependent preferences
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Asymmetric Least Squares Estimation and Testing
- Asynchronous stochastic approximation with differential inclusions
- Attainability of boundary points under reinforcement learning
- Axiomatic utility theories with the betweenness property
- Boundedness of iterates in \(Q\)-learning
- Convergence results for single-step on-policy reinforcement-learning algorithms
- Discounted linear exponential quadratic Gaussian control
- Individual Q-Learning in Normal Form Games
- Lectures on stochastic programming. Modeling and theory.
- On Cash Equivalents and Information Evaluation in Decisions Under Uncertainty: Part I: Basic Theory
- On the convergence of reinforcement learning
- Prospect Theory: An Analysis of Decision under Risk
- Risk Aversion in the Small and in the Large
- Risk-averse dynamic programming for Markov decision processes
- Risk-sensitive reinforcement learning
- Risk-sensitive reinforcement learning
- Robustness
- Stability theory by Liapunov's direct method
- Stochastic approximations for finite-state Markov chains
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- The Dual Theory of Choice under Risk
- The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans
- Unique solutions for stochastic recursive utilities
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