Pages that link to "Item:Q1693187"
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The following pages link to Stochastic optimal growth model with risk sensitive preferences (Q1693187):
Displaying 16 items.
- Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430) (← links)
- Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
- Regime switching optimal growth model with risk sensitive preferences (Q2164326) (← links)
- On recursive utilities with non-affine aggregator and conditional certainty equivalent (Q2205997) (← links)
- Stochastic dynamic programming with non-linear discounting (Q2234309) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players (Q2334472) (← links)
- Markov perfect equilibria in OLG models with risk sensitive agents (Q2422565) (← links)
- Dynamic programming with value convexity (Q2665320) (← links)
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting (Q2675397) (← links)
- Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency (Q5031647) (← links)
- Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
- Asset pricing with time preference shocks: existence and uniqueness (Q6122066) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
