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Toward an appropriate measure of uncertainty in a risk programming model
MacSweeny, William T.; Kenyon, David E.; Kramer, Randall A. - In: American journal of agricultural economics 69 (1987) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10003600801
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Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.; Hertog, Dirk den; Melenberg, Bertrand - 2014
Persistent link: https://www.econbiz.de/10011282869
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Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław; Hertog, Dirk den; … - 2015 - Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
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When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Marandi, Ahmadreza; Hertog, Dirk den - 2015 - Preprint
Persistent link: https://www.econbiz.de/10011404410
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Evaluating environmental risks using safety-first constraints
Qiu, Zeyuan; Prato, Tony; MacCamley, Francis - In: American journal of agricultural economics 83 (2001) 2, pp. 402-413
Persistent link: https://www.econbiz.de/10001621947
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Dynamic resource management : intertemporal substitution and risk aversion
Knapp, Keith C. - In: American journal of agricultural economics 78 (1996) 4, pp. 1004-1014
Persistent link: https://www.econbiz.de/10001213593
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Incorporating risk aversion into dynamic programming models
Krautkraemer, Jeffrey A. - In: American journal of agricultural economics 74 (1992) 4, pp. 870-878
Persistent link: https://www.econbiz.de/10001135039
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Risk modeling via direct utility maximization using numerical quadrature
Kaylen, Michael S. - In: American journal of agricultural economics 69 (1987) 3, pp. 701-706
Persistent link: https://www.econbiz.de/10001034825
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A note on the decentralization of Pareto optima in economies with public projects and nonessential private goods
Diamantaras, Dimitrios; Gilles, Robert Paul; Scotchmer, … - 1994
Persistent link: https://www.econbiz.de/10000890437
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Provision of public goods with incomplete information : decentralization vs. central planning
Grâdšṭayn, Marq - 1993
Persistent link: https://www.econbiz.de/10000860955