| Article ID: | iaor20012452 |
| Country: | Netherlands |
| Volume: | 97 |
| Issue: | 1 |
| Start Page Number: | 91 |
| End Page Number: | 97 |
| Publication Date: | Dec 2000 |
| Journal: | Annals of Operations Research |
| Authors: | Krajewski Wieslaw |
| Keywords: | risk |
The paper is concerned with the problem of system modelling in the case of many decision makers with conflicting goals. The suggested approach, preserving much of the tractability of the standard linear-quadratic Gaussian problems, allows to take into account decision makers' risk attitudes.