{"id":"W2091071054","doi":"10.1007/s007800300100","title":"Robust control and recursive utility","year":2003,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":148,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Stochastic control; Stochastic differential equation; Maximization; Mathematics; Applied mathematics; Mathematical finance; Robust control; Mathematical optimization; Optimal control; Markov chain; Bellman equation; Utility maximization problem; Mathematical economics; Utility maximization; Computer science; Economics; Nonlinear system; Physics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002913519,0.0001260322,0.0003161222,0.00004374272,0.0001251149,0.00003945431,0.00005807529,0.00008410828,0.00004919999],"category_scores_gemma":[0.0001062265,0.0001463744,0.00003387013,0.00004669706,0.0001252144,0.0001143432,0.00001824009,0.0001029511,0.00003244921],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000166031,"about_ca_system_score_gemma":0.00001244599,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002791824,"about_ca_topic_score_gemma":0.000008919793,"domain_scores_codex":[0.9991248,0.000008057705,0.0002952597,0.0003300017,0.00001139765,0.0002304936],"domain_scores_gemma":[0.9995263,0.00006567791,0.0001409978,0.0001874112,0.00002001621,0.00005957357],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00001673451,0.00001695345,0.003023819,0.00001045119,0.00001309133,0.000001112638,0.0002668064,0.0001844894,9.533804e-7,0.9953166,0.0003413603,0.0008076808],"study_design_scores_gemma":[0.002202808,0.0002037755,0.01604713,0.00002572999,0.00001627161,0.00002506299,0.0002653523,0.01481437,0.00001353642,0.7932944,0.1725609,0.0005305861],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.497302,0.01444061,0.45507,0.0005156256,0.0006012901,0.0004019414,0.0004774301,0.00003546759,0.03115568],"genre_scores_gemma":[0.9961753,0.0008289009,0.00199351,0.0002893712,0.00003983842,0.00001349178,0.00000284341,0.00001224317,0.0006444313],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4988734,"threshold_uncertainty_score":0.5968977,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03310965394628799,"score_gpt":0.1888134437002209,"score_spread":0.1557037897539329,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}