48 citations · 357 across the 28 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
econ.GN2015★ 36 cited
Stochastic Optimal Growth Model with Risk Sensitive Preferences
Nicole Bäuerle, Anna Jaśkiewicz
This paper studies a one-sector optimal growth model with i.i.d. productivity shocks that are allowed to be unbounded. The utility function is assumed to be non-negative and unboun…
math.PR2015★ 27 cited
Partially Observable Risk-Sensitive Markov Decision Processes
Nicole Bäuerle, Ulrich Rieder
We consider the problem of minimizing a certainty equivalent of the total or discounted cost over a finite and an infinite time horizon which is generated by a Partially Observable…