IEEE - Institute of Electrical and Electronics Engineers, Inc. - Piecewise linear systems in economic models

42nd IEEE International Conference on Decision and Control

Author(s): A. Martinez
Sponsor(s): Honeywell Lab.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2003
Conference Location: Maui, HI, USA
Conference Date: 9 December 2003
Volume: 6
Page Count: 6
ISBN (Paper): 0-7803-7924-1
ISSN (Paper): 0191-2216
DOI: 10.1109/CDC.2003.1272280
Regular:

We construct a market where agents make decisions to buy or sell stocks and bonds. Agents make decisions based on a convex optimization problem with a risk-sensitive utility as the objective... View More

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