Accession Number : AD0611874

Title :   DECISIONS UNDER RISK. ECONOMIC APPLICATIONS OF CHANCE-CONSTRAINED 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 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.

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