Mean and variance responsive learning

DOI10.1016/J.GEB.2012.02.013zbMath1251.91023OpenAlexW1992993254MaRDI QIDQ423761

Carlos Oyarzun, Rajiv Sarin

Publication date: 4 June 2012

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2012.02.013

zbMATH Keywords

reinforcement learningmean and variance preferences

Mathematics Subject Classification ID

Decision theory (91B06) Rationality and learning in game theory (91A26)

Cites Work

• Unnamed Item
• Payoff assessments without probabilities: a simple dynamic model of choice
• The evolution of attitudes to risk: Lottery tickets and relative wealth
• Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term
• A biological basis for expected and non-expected utility
• Learning and risk aversion
• PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
• Experience-weighted Attraction Learning in Normal Form Games
• Random Expected Utility
• Expedient and Monotone Learning Rules
• Learning to make risk neutral choices in a symmetric world
• The medium prizes paradox: Evidence from a simulated casino

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