Small noise methods for risk-sensitive/robust economies
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Publication:433357
DOI10.1016/J.JEDC.2011.11.007zbMATH Open1242.91128OpenAlexW2005914492MaRDI QIDQ433357FDOQ433357
Authors: Evan W. Anderson, Lars Peter Hansen, Thomas J. Sargent 
Publication date: 13 July 2012
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.11.007
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Cited In (9)
- The Asian financial crisis and international reserve accumulation: a robust control approach
- An escape time interpretation of robust control
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
- Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics
- Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
- Economic policy rules for risk-sensitive decision making
- Stochastic optimal growth model with risk sensitive preferences
- Three types of robust Ramsey problems in a linear-quadratic framework
- Stochastic bequest games
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