In this paper we focus on robust linear optimization problems with uncertainty regions defined by ø-divergences (for … example, chi-squared, Hellinger, Kullback-Leibler). We show how uncertainty regions based on ø-divergences arise in a natural … way as confidence sets if the uncertain parameters contain elements of a probability vector. Such problems frequently …

model, real options theory, and state-contingent production relationships. Risk, Uncertainty, and the Agricultural Firm … that text, this book includes the statistical foundations of decision making under risk and uncertainty. Adding to the …This text is the first major survey of risk analysis from the perspective of the agricultural firms since Agricultural …

Part I: Sources of uncertainty, risk, and imprecision -- Sources of Uncertainty in Location Analysis -- Risk, hazard … models with uncertainty -- Hub Location Models Under Uncertainty -- On risk management of multistage multiscale FLP under … II: Models that protect against acts of nature, attackers, and competitors -- Humanitarian Logistics under Uncertainty …