Articles liés à Optimal Decisions under Uncertainty
Synopsis
The theory of optimal decisions in a stochastic environment has seen many new developments in recent years. The implications of such theory for empirical and policy applications are several. This book attempts to analyze some of the impor- tant applied aspects of this theory and its recent developments. The stochastic environment is considered here in specific form, e.g., (a) linear programs (LP) with parameters subject to a probabilistic mechanism, (b) decision models with risk aversion, (c) resource allocation in a team, and (d) national economic planning. The book attempts to provide new research insights into several areas, e.g., (a) mixed strategy solutions and econometric tests of hypotheses of LP models, (b) the dual problems of efficient estimation and optimal regulation, (c) input-output planning under imperfect competition, and (d) linear programs viewed as constrained statistical games. Methods of optimal decision rules developed here for quadratic and linear decision problems are applicable in three broad areas: (a) applied economic models in resource allocation, planning and team decision, (b) operations research models in management decisions involving portfolio analysis and stochastic programming, and (c) systems science models in stochastic control and adaptive behavior. Some results reported here have been published in professional journals be-. fore, and I would like to thank the following journals in particular: Inter- national Journal of Systems Science, Journal of Optimization Theory and Applica- tions and Journal of Mathematical Analysis and Applications.
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Optimal Decisions under Uncertainty (Lecture Notes in Economic and Mathematical Systems)
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Springer-Verlag GmbH, 1981
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Taschenbuch. Etat : Gut. 156 Seiten ex Library Book / aus einer wissenschaftlichen Bibliothek Sprache: Englisch. N° de réf. du vendeur 285065
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Optimal decisions under uncertainty. Lecture notes in economics and mathematical systems ; 193
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Berlin ; Heidelberg ; New York : Springer, 1981
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Optimal Decisions under Uncertainty (Lecture Notes in Economics and Mathematical Systems)
Edité par
Springer, 1981
ISBN 10 : 3540108696
ISBN 13 : 9783540108696
Ancien ou d'occasion
Couverture souple
Vendeur : NEPO UG, Rüsselsheim am Main, Allemagne
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Etat : Gut. 172 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 293 23,9 x 16,3 x 0,8 cm, Taschenbuch. N° de réf. du vendeur 367067
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Optimal decisions under uncertainty. Lecture notes in economics and mathematical systems ; 193
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Berlin ; Heidelberg ; New York : Springer, 1981
ISBN 10 : 3540108696
ISBN 13 : 9783540108696
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Broschur. Etat : Befriedigend. 156 S. ; 25 cm exBibliotheksexemplar mit den üblichen Stempeln/Signaturen, Kanten gering berieben, starke papierbedingte Seitenbräunung /// Standort Wimregal NIKK-4133 ISBN 9783540108696 Sprache: Englisch Gewicht in Gramm: 281. N° de réf. du vendeur 180953
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Optimal Decisions under Uncertainty
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Springer Verlag, 1981
ISBN 10 : 3540108696
ISBN 13 : 9783540108696
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Etat : Good. Springer Verlag, 1981. Cover lightly soiled/bumped, corners and spine ends lightly rubbed; edges lightly soiled; ffep has faint erasures; pages faintly age-toned; binding tight; cover, edges, and interior intact and clean except as noted. paperback. Good. N° de réf. du vendeur 605738
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Optimal Decisions under Uncertainty
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Springer Berlin Heidelberg, 1981
ISBN 10 : 3540108696
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Optimal Decisions under Uncertainty
Edité par
Springer Berlin Heidelberg, 1981
ISBN 10 : 3540108696
ISBN 13 : 9783540108696
Neuf
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - The theory of optimal decisions in a stochastic environment has seen many new developments in recent years. The implications of such theory for empirical and policy applications are several. This book attempts to analyze some of the impor tant applied aspects of this theory and its recent developments. The stochastic environment is considered here in specific form, e.g., (a) linear programs (LP) with parameters subject to a probabilistic mechanism, (b) decision models with risk aversion, (c) resource allocation in a team, and (d) national economic planning. The book attempts to provide new research insights into several areas, e.g., (a) mixed strategy solutions and econometric tests of hypotheses of LP models, (b) the dual problems of efficient estimation and optimal regulation, (c) input-output planning under imperfect competition, and (d) linear programs viewed as constrained statistical games. Methods of optimal decision rules developed here for quadratic and linear decision problems are applicable in three broad areas: (a) applied economic models in resource allocation, planning and team decision, (b) operations research models in management decisions involving portfolio analysis and stochastic programming, and (c) systems science models in stochastic control and adaptive behavior. Some results reported here have been published in professional journals be-. fore, and I would like to thank the following journals in particular: Inter national Journal of Systems Science, Journal of Optimization Theory and Applica tions and Journal of Mathematical Analysis and Applications. N° de réf. du vendeur 9783540108696
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Optimal Decisions under Uncertainty (Lecture Notes in Economics and Mathematical Systems, 193)
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Optimal Decisions under Uncertainty
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Optimal Decisions under Uncertainty
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Springer Berlin Heidelberg, Springer Berlin Heidelberg Sep 1981, 1981
ISBN 10 : 3540108696
ISBN 13 : 9783540108696
Neuf
Taschenbuch
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -The theory of optimal decisions in a stochastic environment has seen many new developments in recent years. The implications of such theory for empirical and policy applications are several. This book attempts to analyze some of the impor tant applied aspects of this theory and its recent developments. The stochastic environment is considered here in specific form, e.g., (a) linear programs (LP) with parameters subject to a probabilistic mechanism, (b) decision models with risk aversion, (c) resource allocation in a team, and (d) national economic planning. The book attempts to provide new research insights into several areas, e.g., (a) mixed strategy solutions and econometric tests of hypotheses of LP models, (b) the dual problems of efficient estimation and optimal regulation, (c) input-output planning under imperfect competition, and (d) linear programs viewed as constrained statistical games. Methods of optimal decision rules developed here for quadratic and linear decision problems are applicable in three broad areas: (a) applied economic models in resource allocation, planning and team decision, (b) operations research models in management decisions involving portfolio analysis and stochastic programming, and (c) systems science models in stochastic control and adaptive behavior. Some results reported here have been published in professional journals be-. fore, and I would like to thank the following journals in particular: Inter national Journal of Systems Science, Journal of Optimization Theory and Applica tions and Journal of Mathematical Analysis and Applications.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 172 pp. Englisch. N° de réf. du vendeur 9783540108696
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