The stochastic interdependence of dynamic risk-sensitive decision rules

DOI10.1080/00207728408926646MaRDI QIDQ3216383zbMATH OpenOpenAlexFDO

Authors A. J. Hughes-Hallett

Publication date 1984

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728408926646

zbMATH Keywords

economic planninginseparability propertyrisk-sensitive decisionsstochastic objective

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Individual preferences (91B08)

Recommendations

• On alternative methods of generating risk sensitive decision rules
• scientific article; zbMATH DE number 3928863
• First Order Certainty Equivalence
• scientific article; zbMATH DE number 3867049
• The expected loss and mean square error reductions of risk sensitive decisions

Cites work

• "Expected Utility" Analysis without the Independence Axiom
• A Matrix Measure of Multivariate Local Risk Aversion
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3168214 (Why is no real title available?)
• scientific article; zbMATH DE number 3492382 (Why is no real title available?)
• scientific article; zbMATH DE number 3244413 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Risk-sensitive linear/quadratic/gaussian control
• The Introduction of Risk into a Programming Model

Cited in

(6)

• Sampling-based decomposition methods for multistage stochastic programs based on extended polyhedral risk measures
• Economic policy rules for risk-sensitive decision making
• scientific article; zbMATH DE number 3928863 (Why is no real title available?)
• On alternative methods of generating risk sensitive decision rules
• The expected loss and mean square error reductions of risk sensitive decisions
• First Order Certainty Equivalence

This page was built for publication: The stochastic interdependence of dynamic risk-sensitive decision rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3216383)