Partial equilibrium in risk-based production decisions

DOI10.1002/NAV.20481zbMath1407.90206OpenAlexW2008975798MaRDI QIDQ3120631

Akhtar Siddique, Ricardo Ernst, Bardia Kamrad

Publication date: 5 March 2019

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.20481

zbMATH Keywords

stochastic dynamic programmingrisk management in operations

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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