@techreport{oai:shiga-u.repo.nii.ac.jp:00009963,
 author = {Kusuda, Koji},
 issue = {B-6},
 month = {Jul},
 note = {Technical Report, This paper presents that robust control-based utility advocated
by Anderson, Hansen, and Sargent [1], and Hansen and Sargent [11], admits
a normalized representation, where future utility enters the recursion through
an aggregator, of stochastic differential utility (Duffie and Epstein [4]) under
nonMakovian jump-diffusion information. In virtue of the normalized representation,
sufficient conditions are shown for the existence, uniqueness, ambiguity
aversion, risk aversion, time consistency, and other properties of the
utility., CRR Working Paper, Series B, No. B-6, pp. 1-18},
 title = {Robust Control-based Stochastic Differential Utility under Jump-Diffusion Information},
 year = {2005}
}