DECISIONS UNDER RISK. ECONOMIC APPLICATIONS OF CHANCE-CONSTRAINED PROGRAMMING,
CARNEGIE INST OF TECH PITTSBURGH PA GRADUATE SCHOOL OF INDUSTRIAL ADMINISTRATION
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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.