Investment, confidence, and linear-exponential-Gaussian control

DOI10.1016/0165-1889(93)90015-KzbMATH Open0784.90016OpenAlexW2052774976MaRDI QIDQ690168FDOQ690168

Authors: Jeffrey H. Dorfman 

Publication date: 20 December 1993

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(93)90015-k

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zbMATH Keywords

approximate boundsconfidence on investment

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Economic growth models (91B62) Application models in control theory (93C95) Discrete-time games (91A50)

Cites Work

• Title not available (Why is that?)
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• Title not available (Why is that?)
• Investment Under Uncertainty
• On alternative methods of generating risk sensitive decision rules

Cited In (2)

• Quantifying confidence
• Rational expectations and the theory of aggregate investment

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