Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Rubén Blancas-Rivera, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
| Year of publication: |
2020
|
|---|---|
| Authors: | Blancas-Rivera, Rubén ; Cavazos-Cadena, Rolando ; Cruz-Suárez, Hugo |
| Subject: | Exponential utility | Certainty equivalent | Vanishing discount method | Largest discounted cost from a given state | Uniform discounted approximations | Theorie | Theory | Markov-Kette | Markov chain | Diskontierung | Discounting | Risikoaversion | Risk aversion | Soziale Diskontrate | Social discount rate | Intertemporale Entscheidung | Intertemporal choice | Nutzen | Utility | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-019-00689-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229529