
Accession Number : AD0611874
Title : DECISIONS UNDER RISK. ECONOMIC APPLICATIONS OF CHANCECONSTRAINED PROGRAMMING,
Corporate Author : CARNEGIE INST OF TECH PITTSBURGH PA GRADUATE SCHOOL OF INDUSTRIAL ADMINISTRATION
Personal Author(s) : Naslund,Bertil
Report Date : NOV 1964
Pagination or Media Count : 202
Abstract : Contents: Some formulations of mathematical programming under risk Chanceconstrained 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.
Descriptors : (*MATHEMATICAL PROGRAMMING, ECONOMICS), (*ECONOMICS, MATHEMATICAL PROGRAMMING), PROBABILITY, DECISION THEORY, LINEAR PROGRAMMING, COSTS, BUDGETS, MONEY, CALCULUS OF VARIATIONS, COMMERCE, MATHEMATICAL PREDICTION, OPERATIONS RESEARCH
Distribution Statement : APPROVED FOR PUBLIC RELEASE