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Оценка Риска В Линейных Экономических Системах При Отрицательных Временных Предпочтениях

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  • Паламарчук Е.С.
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    Abstract

    Рассматривается линейная стохастическая экономическая система управления с квадратичным целевым функционалом, учитывающим отрицательные временные предпочтения агентов, которые выражаются с помощью возрастающей дисконтирующей функции. Для этой системы формулируется понятие оптимальности в среднем на бесконечном интервале времени. Для найденного оптимального в среднем управления оценивается риск от его применения. В качестве приложений полученных результатов рассматривается одна модель экологической экономики.

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    Bibliographic Info

    Article provided by Центральный Экономико-Математический Институт (ЦЭМИ) in its journal Экономика и математические методы.

    Volume (Year): 49 (2013)
    Issue (Month): 3 (июль)
    Pages: 99-116

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    Handle: RePEc:scn:cememm:v:49:y:2013:i:3:p:99-116

    Note: Москва
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    Web page: http://www.cemi.rssi.ru/emm/home.htm

    Related research

    Keywords: линейная стохастическая система; отрицательные временные предпочтения; бесконечный горизонт планирования; риск.;

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    1. Karp, Larry S, 2004. "Global warming and hyperbolic discounting," CUDARE Working Paper Series 0934R, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
    2. Newell, Richard G. & Pizer, William A., 2003. "Discounting the distant future: how much do uncertain rates increase valuations?," Journal of Environmental Economics and Management, Elsevier, vol. 46(1), pages 52-71, July.
    3. Karp, Larry & Zhang, Jiangfeng, 2006. "Regulation with anticipated learning about environmental damages," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 259-279, May.
    4. Turnovsky,Stephen J., 1977. "Macroeconomic Analysis and Stabilization Policy," Cambridge Books, Cambridge University Press, number 9780521291873, November.
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