Risk programming analysis with imperfect information
نویسندگان
چکیده
منابع مشابه
Risk programming analysis with imperfect information
A Monte Carlo procedure is used to demonstrate the dangers of basing (farm) risk programming on only a few states of nature and to study the impact of applying alternative risk programming methods. Two risk programming formulations are considered, namely mean-variance (E,V) programming and utility efficient (UE) programming. For the particular example of a Norwegian mixed livestock and crop far...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2009
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-009-0555-y