622 search results - page 12 / 125 » Stochastic programming approach to optimization under uncert... |
EOR
2002
14 years 9 months ago
2002
Capacity choice or expansion, whether organic or via mergers and acquisitions, creates firms of widely varying scales. The ex-post profitability of such a transformed firm relativ...
SIAMJO
2002
14 years 9 months ago
2002
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
ANOR
2007
14 years 9 months ago
2007
This paper examines the investment behaviour of an incumbent and a potential entrant that are competing for a patent with a stochastic payo . We incorporate asymmetric information...
SIAMJO
2008
14 years 9 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
IJAR
2007
14 years 9 months ago
2007
Various ways for decision making with imprecise probabilities—admissibility, maximal expected utility, maximality, E-admissibility, Γ-maximax, Γ-maximin, all of which are well...