scientific article; zbMATH DE number 4118294

MaRDI QIDQ4732407zbMATH OpenFDO

Authors Tamer Başar

Publication date 1989

zbMATH Keywords

infinite horizonforward-lookingfinite horizon problem

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming (90C39) Stochastic programming (90C15) Decision theory for games (91A35) Optimal stochastic control (93E20)

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(5)

• Some thoughts on rational expectations models, and alternate formulations
• Optimal models with maximizing probability of first achieving target value in the preceding stages
• scientific article; zbMATH DE number 5702710 (Why is no real title available?)
• Stackelberg solution for a two-agent rational expectations model
• Dynamic mean-risk optimization in a binomial model

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