EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Stochastic Optimization with Recourse"
Narrow search

Narrow search

Year of publication
Subject
All
Certainty Equivalents 2 Decision-making under Uncertainty 2 Insurance 2 Inventory Control 2 Risk Aversion 2 Stochastic Optimization with Recourse 2
Online availability
All
Undetermined 2
Type of publication
All
Article 2
Language
All
Undetermined 2
Author
All
Ben-Israel, Adi 2 Ben-Tal, Aharon 2
Published in...
All
Computational Statistics 1 Mathematical Methods of Operations Research 1
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
Duality and equilibrium prices in economics of uncertainty
Ben-Israel, Adi; Ben-Tal, Aharon - In: Computational Statistics 46 (1997) 1, pp. 51-85
A random variable (RV) X is given aminimum selling price $$S_U \left( X \right):=\mathop {\sup }\limits_x \left\{ {x + EU\left( {X - x} \right)} \right\}$$ and amaximum buying price $$B_p \left( X \right):=\mathop {\inf }\limits_x \left\{ {x + EP\left( {X - x} \right)} \right\}$$ whereU(ยท)...
Persistent link: https://www.econbiz.de/10010847778
Saved in:
Cover Image
Duality and equilibrium prices in economics of uncertainty
Ben-Israel, Adi; Ben-Tal, Aharon - In: Mathematical Methods of Operations Research 46 (1997) 1, pp. 51-85
A random variable (RV) X is given aminimum selling price <Equation ID="E1"> <EquationSource Format="TEX"> $$S_U \left( X \right):=\mathop {\sup }\limits_x \left\{ {x + EU\left( {X - x} \right)} \right\}$$ </EquationSource> </Equation> and amaximum buying price <Equation ID="E2"> <EquationSource Format="TEX"> $$B_p \left( X \right):=\mathop {\inf }\limits_x \left\{ {x + EP\left( {X - x} \right)} \right\}$$ </EquationSource> </Equation>...</equationsource></equation></equationsource></equation>
Persistent link: https://www.econbiz.de/10010999798
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...