Economic policy rules for risk-sensitive decision making

DOI10.1007/BF01289660zbMath0549.90026OpenAlexW1997312214MaRDI QIDQ3342169

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

stabilityrisk-sensitive decision makingdifferential dynamic gamedisequilibrium policy ruleseconomic policy rulesmeasure of constant absolute risk-sensitivityoptimal depletion strategies of an exhaustible resourcerisk-sensitive equilibrium

Mathematics Subject Classification ID

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

Related Items (3)

Measuring dynamic efficiency under risk aversion ⋮ Dissipativity and risk-sensitivity in control problems ⋮ A class of risk-sensitive noncooperative games

Cites Work

• Extension of linear-quadratic control, optimization and matrix theory
• Risk-sensitive linear/quadratic/gaussian control
• Asymptotic root loci of multivariable linear optimal regulators
• A note on the characteristic frequency loci of multivariable linear optimal regulators
• Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
• Risk Aversion in the Small and in the Large
• Four Alternative Policies to Restore Balance of Payments Equilibrium
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