Optimal decisions under uncertainty
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Publication:1153827
zbMath0463.90003MaRDI QIDQ1153827
Publication date: 1981
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
stochastic linear programmingeconometric testsinformation efficiencylinear allocation rules under uncertaintymeasures of risk aversionmixed strategy solutionsoptimal decisions in a stochastic environmentstochastic input-output model
Decision theory (91B06) Stochastic programming (90C15) Multisectoral models in economics (91B66) Trade models (91B60) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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Numerical solution method for general interval quadratic programming ⋮ Interpretation of inequality constraints involving interval coefficients and a solution to interval linear programming. ⋮ Extension of VIKOR method for decision making problem with interval numbers ⋮ Malmquist productivity index by extended VIKOR method using interval numbers ⋮ On comparing interval numbers ⋮ A gradient algorithm for chance constrained nonlinear goal programming
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