Discounted linear exponential quadratic Gaussian control

Theory of Games and Economic Behavior

1945 • 4,349 citations

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

1989 • 4,242 citations

Temporal Resolution of Uncertainty and Dynamic Choice Theory

1978 • 1,849 citations

Stationary Ordinal Utility and Impatience

1960 • 1,494 citations

Nonexpected Utility in Macroeconomics

1990 • 1,019 citations

Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games

1973 • 706 citations

Risk-sensitive optimal control

1990 • 672 citations

Risk-sensitive linear/quadratic/gaussian control

1981 • 486 citations

Optimal growth with many consumers

1984 • 384 citations

Extensions of Linear-Quadratic Control, Optimization and Matrix Theory

1977 • 232 citations

Precautionary Savings and the Permanent Income Hypothesis

1993 • 180 citations

Entropy-minimising and risk-sensitive control rules

1989 • 13 citations

Recursive linear models of dynamic economies

2008 • 6 citations