Utility function under risk: an ergodic approach

DOI10.1007/S10598-007-0020-1zbMATH Open1218.91046OpenAlexW2055803305MaRDI QIDQ2644396FDOQ2644396

Authors: V. S. Levchenkov 

Publication date: 31 August 2007

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10598-007-0020-1

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Mathematics Subject Classification ID

Utility theory (91B16) Utility theory for games (91A30)

Cites Work

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• Subadditive ergodic theory
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Cited In (6)

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• Utility basis of consumption and investment decisions in a risk environment
• Ergodic concept of utility under risk
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