On alternative methods of generating risk sensitive decision rules

DOI10.1016/0165-1765(84)90139-3zbMATH Open1273.91116OpenAlexW2107376916MaRDI QIDQ374965FDOQ374965

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

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Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

• "Expected Utility" Analysis without the Independence Axiom
• The Introduction of Risk into a Programming Model
• Title not available (Why is that?)
• A Matrix Measure of Multivariate Local Risk Aversion

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• Investment, confidence, and linear-exponential-Gaussian control
• The stochastic interdependence of dynamic risk-sensitive decision rules
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• The expected loss and mean square error reductions of risk sensitive decisions

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