Optimal Decisions under Uncertainty
The theory of optimal decisions in a stochastic environment has seen many new developments in recent years. The implications of such theory for empirical and policy applications are several. This book attempts to analyze some of the impor tant applied aspects of this theory and its recent developme...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
1981, 1981
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| Edition: | 1st ed. 1981 |
| Series: | Lecture Notes in Economics and Mathematical Systems
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1. Optimal Decisions: Theory and Practice
- 2. Linear Programming Under Uncertainty
- 2.1 Introduction
- 2.2 Mixed Strategy Solutions
- 2.3 Informational Efficiency
- 2.4 Econometric Tests
- 3. Risk Aversion in Decision Models
- 3.1 Introduction
- 3.2 Risk Aversion in Economic Models
- 3.3 Applications in Other Models
- 3.4 Selected Empirical Applications
- 4 Linear Allocation Rules Under Uncertainty
- 4.1 Introduction
- 4.2 Comparative Analysis of Allocation Rules
- 4.3 Estimation and Regulation by Allocation
- 4.4 Team Decisions as Games
- 4.5 Allocation Under Imperfect Competition
- 5. Economic Planning Under Uncertainty
- 5.1 Introduction
- 5.2 Input-Output Model Under Risk Aversion
- 5.3 Output Planning Under Imperfect Competition
- 5.4 Stabilization Policy Under Constraints
- 6. Stochastic Programs as Nonzero Sum Games
- 6.1 Introduction
- 6.2 Games with Unknown Parameters
- 6.3 Constrained Statistical Games
- 7. Research Trends and Problems