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Оценка Риска В Линейных Экономических Системах При Отрицательных Временных Предпочтениях

Listed author(s):
  • Паламарчук Е.С.
Registered author(s):

    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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    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
    Contact details of provider: Web page: http://www.cemi.rssi.ru/emm/home.htm

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    1. Turnovsky,Stephen J., 1977. "Macroeconomic Analysis and Stabilization Policy," Cambridge Books, Cambridge University Press, number 9780521291873, October.
    2. Karp, Larry, 2005. "Global warming and hyperbolic discounting," Journal of Public Economics, Elsevier, vol. 89(2-3), pages 261-282, February.
    3. Fishburn, Peter C & Rubinstein, Ariel, 1982. "Time Preference," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 677-694, October.
    4. George Loewenstein & Drazen Prelec, 1992. "Anomalies in Intertemporal Choice: Evidence and an Interpretation," The Quarterly Journal of Economics, Oxford University Press, vol. 107(2), pages 573-597.
    5. Tapan Mitra, 1981. "Some Results on the Optimal Depletion of Exhaustible Resources Under Negative Discounting," Review of Economic Studies, Oxford University Press, vol. 48(3), pages 521-532.
    6. 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.
    7. Thaler, Richard, 1981. "Some empirical evidence on dynamic inconsistency," Economics Letters, Elsevier, vol. 8(3), pages 201-207.
    8. J. K. Sengupta, 1970. "Optimal Stabilization Policy with a Quadratic Criterion Function," Review of Economic Studies, Oxford University Press, vol. 37(1), pages 127-145.
    9. Mark A. Moore & Anthony E. Boardman & Aidan R. Vining & David L. Weimer & David H. Greenberg, 2004. "“Just give me a number!” Practical values for the social discount rate," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 23(4), pages 789-812.
    10. Bell, Michelle L. & Hobbs, Benjamin F. & Ellis, Hugh, 2003. "The use of multi-criteria decision-making methods in the integrated assessment of climate change: implications for IA practitioners," Socio-Economic Planning Sciences, Elsevier, vol. 37(4), pages 289-316, December.
    11. 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.
    12. Lowenstein, George & Prelec, Drazen, 1991. "Negative Time Preference," American Economic Review, American Economic Association, vol. 81(2), pages 347-352, May.
    13. Peter Fishburn & Ward Edwards, 1997. "Discount-neutral utility models for denumerable time streams," Theory and Decision, Springer, vol. 43(2), pages 139-166, September.
    14. Charles C. Holt, 1962. "Linear Decision Rules for Economic Stabilization and Growth," The Quarterly Journal of Economics, Oxford University Press, vol. 76(1), pages 20-45.
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