RDP 8801: Time-Consistent Policy: A Survey of the Issues
Equation
expected
loss
=
v
R
=
(
α
2
μ
1+α
2
μ
+
δ
1−δ
1+α
2
μ
α
2
μ
)
q
0
2
+
1
1−δ
(
1+μα
2
(
1+α
)
2
σ
2
)
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqbaeaabeWaaa qaaiaabwgacaqG4bGaaeiCaiaabwgacaqGJbGaaeiDaiaabwgacaqG KbGaaGPaVlaabYgacaqGVbGaae4CaiaabohacaaMc8Uaaeypaiaayk W7caqG2bWaaWbaaSqabeaacaqGsbaaaOGaaeypaaqaaiaabIcadaWc aaqaaiaabg7adaahaaWcbeqaaiaabkdaaaGccaqG8oaabaGaaeymai aabUcacaqGXoWaaWbaaSqabeaacaqGYaaaaOGaaeiVdaaacaqGRaWa aSaaaeaacaqG0oaabaGaaeymaiaab2cacaqG0oaaamaalaaabaGaae ymaiaabUcacaqGXoWaaWbaaSqabeaacaqGYaaaaOGaaeiVdaqaaiaa bg7adaahaaWcbeqaaiaabkdaaaGccaqG8oaaaiaabMcaaeaacaqGXb WaaSbaaSqaaiaabcdaaeqaaOWaaWbaaSqabeaacaqGYaaaaOGaae4k amaalaaabaGaaeymaaqaaiaabgdacaqGTaGaaeiTdaaacaqGOaWaaS aaaeaacaqGXaGaae4kaiaabY7acaqGXoWaaWbaaSqabeaacaqGYaaa aaGcbaWaaeWaaeaacaqGXaGaae4kaiaabg7aaiaawIcacaGLPaaada ahaaWcbeqaaiaabkdaaaaaaOGaae4WdmaaCaaaleqabaGaaeOmaaaa kiaabMcaaaaaaa@7410@