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Linear-Quadratic Controls in Risk-Averse Decision Making
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Type: BOOK - Published: 2012-10-23 - Publisher: Springer Science & Business Media

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​​Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) and statistics (post
Linear Risk-Averse Optimal Control Problems
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We discuss how Whittle's (Whittle, 1990) approach to risk-sensitive optimal control problems can be applied in economics and finance. We show how his analysis o
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Linear-Quadratic Controls in Risk-Averse Decision Making
Language: en
Pages: 157
Authors: Khanh D. Pham
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Type: BOOK - Published: 2012-10-23 - Publisher: Springer Science & Business Media

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​​Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) and statistics (post
Resilient Controls for Ordering Uncertain Prospects
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Providing readers with a detailed examination of resilient controls in risk-averse decision, this monograph is aimed toward researchers and graduate students in