Accession Number:

AD0611874

Title:

DECISIONS UNDER RISK. ECONOMIC APPLICATIONS OF CHANCE-CONSTRAINED PROGRAMMING,

Descriptive Note:

Corporate Author:

CARNEGIE INST OF TECH PITTSBURGH PA GRADUATE SCHOOL OF INDUSTRIAL ADMINISTRATION

Personal Author(s):

Report Date:

1964-11-01

Pagination or Media Count:

202.0

Abstract:

Contents Some formulations of mathematical programming under risk Chance-constrained programming as a model of decision making under risk The creation of excess resources under risk Portfolio selection Capital budgeting under risk Chance constrained programming as a problem in calculus of variations Applications of the variational formulation to a production problem.

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE