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  • Search: subject:"Linear exponential quadratic Gaussian"
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Year of publication
Subject
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Theorie 3 Theory 3 Linear Exponential Quadratic Gaussian 2 Linear exponential quadratic Gaussian 2 Risikoaversion 2 Risk aversion 2 Risk-aversion 2 Time-discounting 2 Agency theory 1 Agent-based modeling 1 Agentenbasierte Modellierung 1 CO2-Speicherung 1 Carbon capture 1 Carbon capture and sequestration 1 Central bank 1 Climate change 1 Climate change policy 1 Climate protection 1 Discounted linear exponential quadratic Gaussian 1 Environmental tax 1 Geldpolitik 1 Klimaschutz 1 Klimawandel 1 Mathematical programming 1 Mathematische Optimierung 1 Monetary policy 1 Optimal Control 1 Pessimism 1 Pessimism and precautionary principle 1 Pessimistic Agents 1 Pessimistic agents 1 Prinzipal-Agent-Theorie 1 Risiko 1 Risk 1 Stochastic process 1 Stochastischer Prozess 1 Zentralbank 1 Ökosteuer 1
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Online availability
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Undetermined 3 Free 2
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 4 Undetermined 1
Author
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Vitale, Paolo 4 Paolo, Paolo Vitale Author-Name-First 1 Valentini, Edilio 1
Institution
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Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) 2
Published in...
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Working Papers CASMEF 2 Computational economics 1 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 1 Journal of macroeconomics 1
Source
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ECONIS (ZBW) 3 RePEc 2
Showing 1 - 5 of 5
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Optimal climate policy for a pessimistic social planner
Valentini, Edilio; Vitale, Paolo - In: Environmental & resource economics : the official … 72 (2019) 2, pp. 411-443
Persistent link: https://www.econbiz.de/10012130180
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Pessimistic optimal choice for risk-averse agents
Paolo, Paolo Vitale Author-Name-First - Dipartimento di Economia e Finanza (DEF), Libera … - 2013
We propose a general framework for the analysis of dynamic optimization with risk- averse agents, extending WhittleÕs (Whittle, 1990) formulation of risk-sensitive optimal control problems to accommodate time-discounting. We show how, within a Markovian set-up, optimal risk-averse behavior is...
Persistent link: https://www.econbiz.de/10010791327
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Optimal monetary policy for a pessimistic central bank
Vitale, Paolo - In: Journal of macroeconomics 58 (2018), pp. 39-59
Persistent link: https://www.econbiz.de/10012128086
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Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance
Vitale, Paolo - Dipartimento di Economia e Finanza (DEF), Libera … - 2012
economics and finance. We show how his analysis of the class of Linear Exponential Quadratic Gaussian problems can be extended …
Persistent link: https://www.econbiz.de/10009650230
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Pessimistic optimal choice for risk-averse agents : the continuous-time limit
Vitale, Paolo - In: Computational economics 49 (2017) 1, pp. 17-65
Persistent link: https://www.econbiz.de/10011751813
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