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Risk aversion in expected intertemporal discounted utilities bandit problems

Author

Listed:
  • Jean-Philippe Chancelier

    (cermics, Ecole des ponts, Paris Tech)

  • Michel De Lara

    (cermics, Ecole des ponts, Paris Tech)

  • André de Palma

    (Université de Cergy-Pontoise, Ecole nationale des ponts et chaussées, core and Institut universitaire de France)

Abstract

No abstract is available for this item.

Suggested Citation

  • Jean-Philippe Chancelier & Michel De Lara & André de Palma, 2007. "Risk aversion in expected intertemporal discounted utilities bandit problems," Thema Working Papers 2007-15, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
    • Handle: RePEc:ema:worpap:2007-15
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    Cited by:

    1. is not listed on IDEAS
    2. André de Palma & Luc Leruth & Adnan Mazarei, 2010. "Regulating sovereign wealth funds operating overseas through an external fund manager," Working Papers hal-00488662, HAL.
    3. Marie Schmidt & Leo Kroon & Anita Schöbel & Paul Bouman, 2017. "The Travelers Route Choice Problem Under Uncertainty: Dominance Relations Between Strategies," Operations Research, INFORMS, vol. 65(1), pages 184-199, February.
    4. Keller, Godfrey & Novák, Vladimír & Willems, Tim, 2019. "A note on optimal experimentation under risk aversion," Journal of Economic Theory, Elsevier, vol. 179(C), pages 476-487.
    5. Marie Schmidt & Leo Kroon & Anita Schöbel & Paul Bouman, 2017. "The Travelers Route Choice Problem Under Uncertainty: Dominance Relations Between Strategies," Operations Research, INFORMS, vol. 65(1), pages 184-199, February.

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