Pages that link to "Item:Q4841511"

The following pages link to Discounted linear exponential quadratic Gaussian control (Q4841511):

Displaying 36 items.

• Induced uncertainty, market price of risk, and the dynamics of consumption and wealth (Q281331) (← links)
• Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
• Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
• Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
• The dynamics of risk-sensitive allocations (Q813942) (← links)
• The tradeoff between risk sharing and information production in financial markets (Q848610) (← links)
• Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
• Stochastic optimal growth model with risk sensitive preferences (Q1693187) (← links)
• Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
• Optimal simple rules in RE models with risk sensitive preferences (Q1934180) (← links)
• An observational equivalence among \(H^{\infty}\)-control policies (Q1960375) (← links)
• Model uncertainty and intertemporal tax smoothing (Q1994608) (← links)
• Would you prefer your retirement income to depend on your life expectancy? (Q1995284) (← links)
• Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
• Measuring preferences over the temporal resolution of consumption uncertainty (Q2123161) (← links)
• Existence and uniqueness of recursive utilities without boundedness (Q2123188) (← links)
• Reference points and learning (Q2138367) (← 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)
• 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)
• Recursive robust estimation and control without commitment (Q2455651) (← links)
• Robust control and model misspecification (Q2496228) (← links)
• Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
• Robust estimation and control under commitment (Q2577526) (← links)
• Doubts or variability? (Q2653923) (← links)
• Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
• Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics (Q4629414) (← links)
• Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case (Q5050078) (← links)
• Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
• Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy? (Q5940863) (← links)
• An approximation approach to dynamic programming with unbounded returns (Q6121892) (← links)
• Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
• Do not blame Bellman: it is Koopmans' fault (Q6536798) (← links)
• Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
• Non-zero-sum stochastic games with recursive utilities of risk-sensitive players (Q6569313) (← links)