@techreport{oai:shiga-u.repo.nii.ac.jp:00009966,
 author = {Kusuda, Koji},
 issue = {B-9},
 month = {Jul},
 note = {Technical Report, This paper generalizes the utility with a robust control criterion, developed
by Hansen, Sargent, and Tallarini [14], Anderson, Hansen, and Sargent [2],
and Skiadas [27], to a recursive one under non-Markovian jump-diffusion information,
and presents the existence and uniqueness of the generalized utility under
some regualrity condition by utilizing approaches of Skiadas [27] and Schroder and
Skiadas [25]. This paper also shows that the generalized utility admits a normalized
representation, where future utility enters the recursion through an aggregator, and
examines the generalized utility’s basic properties including “ambiguity aversions.”
JEL No. C62, D81, D91., CRR Working Paper, Series B, No. B-9, pp. 1-21},
 title = {A Robust Recursive Utility under Jump-Diffusion Information},
 year = {2006}
}