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  • Search: subject:"value function"
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Year of publication
Subject
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Theorie 86 Theory 81 value function 76 Mathematische Optimierung 69 Mathematical programming 68 Dynamic programming 66 Value function 66 Dynamische Optimierung 51 Stochastic process 29 Stochastischer Prozess 29 Decision 23 Entscheidung 23 Multi-criteria analysis 22 Multikriterielle Entscheidungsanalyse 22 Prospect Theory 21 Value function iteration 21 Bellman equation 20 Entscheidungstheorie 20 Prospect theory 20 Decision theory 19 Portfolio selection 17 Portfolio-Management 17 Value function approximation 16 value function iteration 16 Risikoaversion 14 Präferenztheorie 12 Risk aversion 12 Theory of preferences 12 Tourenplanung 12 Vehicle routing problem 12 Additive value function 11 Experiment 11 Risk 11 Estimation theory 10 Risiko 10 Schätztheorie 10 Value Function 10 loss aversion 10 prospect theory 10 Numerical dynamic programming 9
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Online availability
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Undetermined 178 Free 112 CC license 6
Type of publication
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Article 227 Book / Working Paper 95 Other 1
Type of publication (narrower categories)
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Article in journal 138 Aufsatz in Zeitschrift 138 Working Paper 32 Graue Literatur 22 Non-commercial literature 22 Arbeitspapier 20 Article 4 research-article 4 Aufsatz im Buch 2 Book section 2 Hochschulschrift 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 206 Undetermined 112 Czech 3 German 2
Author
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Kadziński, Miłosz 13 Kamihigashi, Takashi 11 Maliar, Lilia 10 Maliar, Serguei 10 Ulmer, Marlin Wolf 10 Heer, Burkhard 8 Bethmann, Dirk 7 Cai, Yongyang 7 Judd, Kenneth L. 6 Słowiński, Roman 6 Mattfeld, Dirk C. 5 Maußner, Alfred 5 Wallenius, Jyrki 5 Amman, Hans M. 4 Greco, Salvatore 4 Harvey, Charles M. 4 Hilgers, Bodo 4 Korhonen, Pekka J. 4 Soeffker, Ninja 4 Tucci, Marco Paolo 4 Wacker, Ulrich 4 Buckdahn, Rainer 3 Burnecki, Krzysztof 3 Elbers, Chris 3 Galvao, Antonio Fialho <Jr.> 3 Gunning, Jan Willem 3 Heinold, Arne 3 Ikeda, Shinsuke 3 Judd, Kenneth 3 Korhonen, Pekka 3 Li, Juan 3 Liao, Xiuwu 3 Liu, Jiapeng 3 Mousseau, Vincent 3 Santos, Manuel S. 3 Siegmann, Arjen H. 3 Skořepa, Michal 3 Tsener, Inna 3 Vigh, Melinda 3 Yamamura, Eiji 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Research Institute for Economics and Business Administration, Kobe University 6 CESifo 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Cowles Foundation for Research in Economics, Yale University 2 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Tinbergen Instituut 2 Økonomisk Institut, Københavns Universitet 2 Center for Applied Economics and Policy Research (CAEPR), Department of Economics 1 Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin 1 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centro de Investigación Económica (CIE), Departamento Académico de Economía 1 Christian-Albrechts-Universität zu Kiel 1 Departamento de Economía, Facultad de Ciencias Económicas y Administrativas 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, Brigham Young University 1 Department of Economics, Management School 1 Department of Economics, School of Business 1 Department of Economics, University of California-Irvine 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Fundación BBVA 1 Graduate School of Economics, Hitotsubashi University 1 HAL 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 Institute for the Study of Labor (IZA) 1 Institutionen för Industriell Ekonomi och Organisation (INDEK), Kungliga Tekniska Högskolan (KTH) 1 Institutt for Økonomi, Universitetet i Bergen 1 Krannert School of Management, Purdue University 1 School of Economics, University of Adelaide 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Université Paris-Dauphine (Paris IX) 1 de Nederlandsche Bank 1
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Published in...
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European journal of operational research : EJOR 15 MPRA Paper 10 Computational economics 8 Management Science 8 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 6 European Journal of Operational Research 5 Mathematics of operations research 5 Operations research letters 5 Transportation science 5 Computational Statistics 4 Computers & operations research : and their applications to problems of world concern ; an international journal 4 Economics Letters 4 Journal of Economics 4 Mathematical Methods of Operations Research 4 Dynamic games and applications : DGA 3 Journal of Economic Dynamics and Control 3 Journal of economic dynamics & control 3 Omega : the international journal of management science 3 Tinbergen Institute Discussion Papers 3 Annals of finance 2 CESifo Working Paper 2 CESifo Working Paper Series 2 Central European journal of operations research 2 Computational Economics 2 Computational Management Science : CMS 2 Computational Optimization and Applications 2 Cowles Foundation Discussion Papers 2 Czech Economic Review 2 Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 2 Discussion Papers / Økonomisk Institut, Københavns Universitet 2 Discussion paper / Tinbergen Institute 2 Diskussionsbeiträge / 1 / Universität Konstanz, Rechts-, Wirtschafts- und Verwaltungswissenschaftliche Sektion, Fachbereich Wirtschaftswissenschaften 2 Documents de travail du Centre d'Economie de la Sorbonne 2 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 2 Economic Theory 2 Economic theory : official journal of the Society for the Advancement of Economic Theory 2 Economics letters 2 Games 2 Group decision and negotiation 2 HSC Research Reports 2
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Source
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ECONIS (ZBW) 167 RePEc 133 EconStor 16 Other ZBW resources 5 BASE 2
Showing 231 - 240 of 323
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Characterization of a risk sharing contract with one-sided commitment
Zhang, Yuzhe - In: Journal of Economic Dynamics and Control 37 (2013) 4, pp. 794-809
relationship. To compute the optimal contract, I also design an algorithm that is more efficient than value-function iteration. …
Persistent link: https://www.econbiz.de/10010617144
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Envelope condition method versus endogenous grid method for solving dynamic programming problems
Maliar, Lilia; Maliar, Serguei - In: Economics Letters 120 (2013) 2, pp. 262-266
implement, dominates conventional value function iteration and is comparable in accuracy and cost to Carroll’s (2005) endogenous …
Persistent link: https://www.econbiz.de/10010678837
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Prospect theory and utility theory: Temporary versus permanent attitude toward risk
Levy, Haim; Wiener, Zvi - In: Journal of Economics and Business 68 (2013) C, pp. 1-23
(DARA) can be consistent with the S-shaped value function used in PT. …
Persistent link: https://www.econbiz.de/10010679309
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Experienced utility versus decision utility: Putting the ‘S’ in satisfaction
Carter, Steven; McBride, Michael - In: Journal of Behavioral and Experimental Economics … 42 (2013) C, pp. 13-23
Recent research distinguishes an individual's decision utility, inferred from her observed choices, from her experienced utility, which more closely matches the notion of happiness. Using various estimation techniques, we test whether post-choice satisfaction (experienced utility), like decision...
Persistent link: https://www.econbiz.de/10010664639
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On deciding how to decide: Designing participatory budget processes
Gomez, J.; Insua, D. Rios; Lavin, J.M.; Alfaro, C. - In: European Journal of Operational Research 229 (2013) 3, pp. 743-750
Participatory budgets are becoming increasingly popular in many municipalities all around the world. The underlying idea is to allow citizens to participate in the allocation of a municipal budget. Many advantages have been suggested for such experiences, including legitimization and more...
Persistent link: https://www.econbiz.de/10010666098
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So when are you loss averse? : testing the S-shaped function in pricing and allocation tasks
Malul, Miki; Rosenboim, Mosi; Shavit, Tal - In: Journal of economic psychology : research in economic … 39 (2013), pp. 101-112
Persistent link: https://www.econbiz.de/10010236172
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Value function of differential games without Isaacs conditions : an approach with nonanticipative mixed strategies
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc - In: International journal of game theory : official journal … 42 (2013) 4, pp. 989-1020
Persistent link: https://www.econbiz.de/10010196083
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Optimal portfolio choice for a behavioural investor in continuous-time markets
Rásonyi, Miklós; Rodrigues, Andrea M. - In: Annals of finance 9 (2013) 2, pp. 291-318
Persistent link: https://www.econbiz.de/10009741193
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Cover Image
Characterization of a risk sharing contract with one-sided commitment
Zhang, Yuzhe - In: Journal of economic dynamics & control 37 (2013) 4, pp. 794-809
Persistent link: https://www.econbiz.de/10009726177
Saved in:
Cover Image
Fitted value function iteration with probability one contractions
Pál, Jenő; Stachurski, John - In: Journal of economic dynamics & control 37 (2013) 1, pp. 251-264
Persistent link: https://www.econbiz.de/10009703597
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