{"created":"2023-05-15T15:30:31.567456+00:00","id":9963,"links":{},"metadata":{"_buckets":{"deposit":"05370c29-af32-4bc2-ad76-e8625bb5fe08"},"_deposit":{"created_by":1,"id":"9963","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"9963"},"status":"published"},"_oai":{"id":"oai:shiga-u.repo.nii.ac.jp:00009963","sets":["1159:1166:1168"]},"author_link":["36650","36648","36649"],"item_7_biblio_info_8":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-07","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"B-6","bibliographicPageEnd":"18","bibliographicPageStart":"1","bibliographic_titles":[{"bibliographic_title":"CRR Working Paper, Series B"}]}]},"item_7_description_43":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"Technical Report","subitem_description_type":"Other"}]},"item_7_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper presents that robust control-based utility advocated\nby Anderson, Hansen, and Sargent [1], and Hansen and Sargent [11], admits\na normalized representation, where future utility enters the recursion through\nan aggregator, of stochastic differential utility (Duffie and Epstein [4]) under\nnonMakovian jump-diffusion information. In virtue of the normalized representation,\nsufficient conditions are shown for the existence, uniqueness, ambiguity\naversion, risk aversion, time consistency, and other properties of the\nutility.","subitem_description_type":"Abstract"}]},"item_7_description_7":{"attribute_name":"引用","attribute_value_mlt":[{"subitem_description":"CRR Working Paper, Series B, No. B-6, pp. 1-18","subitem_description_type":"Other"}]},"item_7_full_name_2":{"attribute_name":"著者(ヨミ)","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"クスダ, コウジ"}]}]},"item_7_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"楠田, 浩二"}]}]},"item_7_publisher_35":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Center for Risk Research (CRR), Shiga University"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kusuda, Koji"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-09-14"}],"displaytype":"detail","filename":"B6Kusuda200507.pdf","filesize":[{"value":"294.4 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"B6Kusuda200507.pdf","url":"https://shiga-u.repo.nii.ac.jp/record/9963/files/B6Kusuda200507.pdf"},"version_id":"83bf4b7d-a826-447d-a58b-445c58384156"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Ambiguity","subitem_subject_scheme":"Other"},{"subitem_subject":"Jump-diffusion information","subitem_subject_scheme":"Other"},{"subitem_subject":"Knightian uncertainty","subitem_subject_scheme":"Other"},{"subitem_subject":"Normalization","subitem_subject_scheme":"Other"},{"subitem_subject":"Stochastic differential utility","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Robust Control-based Stochastic Differential Utility under Jump-Diffusion Information","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Robust Control-based Stochastic Differential Utility under Jump-Diffusion Information"}]},"item_type_id":"7","owner":"1","path":["1168"],"pubdate":{"attribute_name":"公開日","attribute_value":"2009-03-26"},"publish_date":"2009-03-26","publish_status":"0","recid":"9963","relation_version_is_last":true,"title":["Robust Control-based Stochastic Differential Utility under Jump-Diffusion Information"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T19:17:26.022802+00:00"}