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Statements

Subject Item
n2:RIV%2F67985556%3A_____%2F11%3A00369897%21RIV12-AV0-67985556
rdf:type
skos:Concept n10:Vysledek
dcterms:description
In this note we study properties of utility functions suitable for performance evaluation of dynamic economic models under uncertainty. At first, we summarize basic properties of utility functions, at second we show how exponential utility functions can be employed in dynamic models where not only expectation but also the risk are considered. Special attention is focused on properties of the expected utility and the corresponding certainty equivalents if the stream of obtained rewards is governed by Markov dependence and evaluated by exponential utility functions. In this note we study properties of utility functions suitable for performance evaluation of dynamic economic models under uncertainty. At first, we summarize basic properties of utility functions, at second we show how exponential utility functions can be employed in dynamic models where not only expectation but also the risk are considered. Special attention is focused on properties of the expected utility and the corresponding certainty equivalents if the stream of obtained rewards is governed by Markov dependence and evaluated by exponential utility functions.
dcterms:title
Separable Utility Functions in Dynamic Economic Models Separable Utility Functions in Dynamic Economic Models
skos:prefLabel
Separable Utility Functions in Dynamic Economic Models Separable Utility Functions in Dynamic Economic Models
skos:notation
RIV/67985556:_____/11:00369897!RIV12-AV0-67985556
n10:predkladatel
n11:ico%3A67985556
n3:aktivita
n16:Z n16:P
n3:aktivity
P(GAP402/10/0956), P(GAP402/10/1610), P(GAP402/11/0150), Z(AV0Z10750506)
n3:dodaniDat
n17:2012
n3:domaciTvurceVysledku
n21:6105955
n3:druhVysledku
n12:D
n3:duvernostUdaju
n18:S
n3:entitaPredkladatele
n9:predkladatel
n3:idSjednocenehoVysledku
228892
n3:idVysledku
RIV/67985556:_____/11:00369897
n3:jazykVysledku
n22:eng
n3:klicovaSlova
utiliy functions; decision under uncertainty; dynamic economic models
n3:klicoveSlovo
n7:decision%20under%20uncertainty n7:utiliy%20functions n7:dynamic%20economic%20models
n3:kontrolniKodProRIV
[B1BB31D59CA6]
n3:mistoKonaniAkce
Janská Dolina
n3:mistoVydani
Praha
n3:nazevZdroje
Proceedings of the 29th International Conference Mathematical Methods in Economics
n3:obor
n20:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n14:GAP402%2F10%2F1610 n14:GAP402%2F10%2F0956 n14:GAP402%2F11%2F0150
n3:rokUplatneniVysledku
n17:2011
n3:tvurceVysledku
Sladký, Karel
n3:typAkce
n5:EUR
n3:zahajeniAkce
2011-08-06+02:00
n3:zamer
n13:AV0Z10750506
s:numberOfPages
6
n19:hasPublisher
University of Economics, Prague, Faculty of Informatics and Statistics
n6:isbn
978-80-7431-058-4