Optimal Feedback Control Rules Sensitive to Controlled Endogenous Risk-Aversion
Year of publication: |
2008-06-15
|
---|---|
Authors: | Protopopescu, Dan |
Institutions: | Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona |
Subject: | Controlled stochastic environment | rational decision-maker | adaptive control | optimal path | feedback optimal strategy | endogenous risk-aversion | dynamic active learning |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 3 pages long |
Classification: | C51 - Model Construction and Estimation ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C91 - Laboratory, Individual Behavior ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
-
Dynamic Stackelberg Game with Risk-Averse Players: Optimal Risk-Sharing under Asymmetric Information
Protopopescu, Dan, (2009)
-
PROTOPOPESCU, DAN, (2007)
-
A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei, (2021)
- More ...
-
Protopopescu, Dan, (2009)
-
Dynamic Stackelberg Game with Risk-Averse Players: Optimal Risk-Sharing under Asymmetric Information
Protopopescu, Dan, (2009)
-
PROTOPOPESCU, DAN, (2007)
- More ...