Оценка риска в линейных экономических системах при отрицательных временных предпочтениях
We consider stochastic linear economic control system with a quadratic cost function taking into account the agents’ negative time preferences that can be represented by increasingdiscount function. We give a definition of average optimality over an infinite time horizon for such a system. Risk of using the obtained optimal control law is being estimated. The results are applied to an eco-logical-economic model.