Generalized Expected Utility Theory, John Quiggin

Автор: Attila Chik?n; J?zsef Kindler; Istv?n Kiss; Doris
Название: Progress In Decision, Utility And Risk Theory
ISBN: 9401053871 ISBN-13(EAN): 9789401053877
Издательство: Springer
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Цена: 186330.00 T
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Описание: In this volume we present some of the papers delivered at FUR-IV - the Fourth International Conference on Founda- tions and Applications of Utility, Risk and Decision Theory in Budapest, June 1988.

Автор: Schoemaker, P. J. H.
Название: Experiments on decisions under risk: the expected utility hypothesis
ISBN: 9401750424 ISBN-13(EAN): 9789401750424
Издательство: Springer
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Цена: 74530.00 T
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Описание: In this valuable book, Paul Schoemaker summarizes recent experimental and field research that he and others have undertaken regarding the descrip- tive validity of expected utility theory as a model of choice under uncer- tainty.

Автор: Christian Gollier; Mark J. Machina
Название: Non-Expected Utility and Risk Management
ISBN: 9048157994 ISBN-13(EAN): 9789048157990
Издательство: Springer
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Цена: 158380.00 T
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Описание: Expected utility provides simple, testable properties of the optimum behavior that should be displayed by risk-averse individuals in risky decisions. Simultaneously, given the existence of paradoxes under the expected utility paradigm, expected utility can only be regarded as an approximation of actual behavior.

Автор: Salvador Barbera; Peter Hammond; Christian Seidl
Название: Handbook of Utility Theory
ISBN: 1441954171 ISBN-13(EAN): 9781441954176
Издательство: Springer
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Цена: 287890.00 T
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Описание: The standard rationality hypothesis is that behaviour can be represented as the maximization of a suitably restricted utility function. Though this hypothesis of utility maximization deserves our continued respect, finding further refinements and developing new critiques remain areas of active research.

Автор: Ulrich Schmidt
Название: Axiomatic Utility Theory under Risk
ISBN: 3540643192 ISBN-13(EAN): 9783540643197
Издательство: Springer
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Цена: 97820.00 T
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Описание: The first attempts to develop a utility theory for choice situations under risk were undertaken by Cramer (1728) and Bernoulli (1738). 199-201) proposed that the expected monetary value has to be replaced by the expected utility ("moral expectation") as the relevant criterion for decision making under risk.

Автор: Attila Chik?n; J?zsef Kindler; Istv?n Kiss; Doris
Название: Progress In Decision, Utility And Risk Theory
ISBN: 0792312112 ISBN-13(EAN): 9780792312116
Издательство: Springer
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Цена: 194730.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this volume we present some of the papers delivered at FUR-IV - the Fourth International Conference on Founda- tions and Applications of Utility, Risk and Decision Theory in Budapest, June 1988.

Автор: Rafik Aziz Aliev
Название: Fundamentals of the Fuzzy Logic-Based Generalized Theory of Decisions
ISBN: 3642443435 ISBN-13(EAN): 9783642443435
Издательство: Springer
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Цена: 139310.00 T
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Описание: This book presents a new decision theory with imperfect decision-relevant information on environment and a decision maker`s behavior. This theory is based on the synthesis of the fuzzy sets theory with perception-based information and the probability theory.

Автор: Rafik Aziz Aliev
Название: Fundamentals of the Fuzzy Logic-Based Generalized Theory of Decisions
ISBN: 3642348947 ISBN-13(EAN): 9783642348945
Издательство: Springer
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Цена: 139750.00 T
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Описание: This book presents a new decision theory with imperfect decision-relevant information on environment and a decision maker`s behavior. This theory is based on the synthesis of the fuzzy sets theory with perception-based information and the probability theory.

Автор: Zhang
Название: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
ISBN: 3319405861 ISBN-13(EAN): 9783319405865
Издательство: Springer
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Цена: 158380.00 T
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Описание: This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.

Автор: Christian Gollier; Mark J. Machina
Название: Non-Expected Utility and Risk Management
ISBN: 0792396421 ISBN-13(EAN): 9780792396420
Издательство: Springer
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Цена: 158380.00 T
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Описание: Expected utility provides simple, testable properties of the optimum behavior that should be displayed by risk-averse individuals in risky decisions. Simultaneously, given the existence of paradoxes under the expected utility paradigm, expected utility can only be regarded as an approximation of actual behavior.

Автор: Ulrich U. Schmidt; Stefan Traub
Название: Advances in Public Economics: Utility, Choice and Welfare
ISBN: 1441938206 ISBN-13(EAN): 9781441938206
Издательство: Springer
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Цена: 194730.00 T
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Описание: This Festschrift in honor ofChristian Seidl combines a group of prominent authors who are experts in areas like public economics, welfare economic, decision theory, and experimental economics in a unique volume.