Duality and equilibrium prices in economics of uncertainty

DOI10.1007/BF01199463zbMath0886.90057MaRDI QIDQ1366319

Aharon Ben-Tal, Adi Ben-Israel

Publication date: 10 May 1998

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

inventory controlmaximum buying priceminimum selling priceoptimal insurance coveragerecourse certainty equivalentsstochastic optimization with recourse

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Auctions, bargaining, bidding and selling, and other market models (91B26)

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