Mean and variance responsive learning

DOI10.1016/J.GEB.2012.02.013MaRDI QIDQ423761zbMATH OpenOpenAlexFDO

Authors 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

mean and variance preferencesreinforcement learning

Mathematics Subject Classification ID

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

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• Learning and risk aversion
• Expedient and Monotone Learning Rules
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Cites work

• A biological basis for expected and non-expected utility
• Expedient and Monotone Learning Rules
• Experience-weighted Attraction Learning in Normal Form Games
• scientific article; zbMATH DE number 1233801 (Why is no real title available?)
• Learning and risk aversion
• Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term
• Learning to make risk neutral choices in a symmetric world
• Payoff assessments without probabilities: a simple dynamic model of choice
• PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
• Random Expected Utility
• The evolution of attitudes to risk: Lottery tickets and relative wealth
• The medium prizes paradox: Evidence from a simulated casino

Cited in

(2)

• A note on absolutely expedient learning rules
• Risk preferences of learning algorithms

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