Optimal Feedback Control Rules Sensitive to Controlled Endogenous Risk-Aversion
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KeywordsControlled stochastic environment; rational decision-maker; adaptive control; optimal path; feedback optimal strategy; endogenous risk-aversion; dynamic active learning.;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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