Mitigate 发表于 2025-3-23 12:18:54

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Immobilize 发表于 2025-3-23 16:10:29

Stochastic optimization in linear economic models function .(.−..) defined as a scalar convex function of the deviations of. from.. Some conventional loss functions used in economics and other applied decision models are quadratic as a sum ∑.,. of squared errors ∈. =..−.. or linear as a sum ∑|∈.| of absolute deviations. These functions are symmetr

Folklore 发表于 2025-3-23 20:06:58

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pancreas 发表于 2025-3-24 02:03:40

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某人 发表于 2025-3-24 02:43:08

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Figate 发表于 2025-3-24 09:56:41

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摆动 发表于 2025-3-24 11:26:28

Optimal portfolio investment in a dynamic horizonlead to a static mean-variance formulation of the standard portfolio model. Besides, they do not analyze specifically for the investor dealing in. risky assets such decision problems as risk-sensitivity, the length of the planning horizon.

mettlesome 发表于 2025-3-24 17:33:24

Short-term industry output behavior: an econometric analysishowing the effects of cyclical fluctuations and capacity variations. The recursive approach considers however a specific form of the simultaneous equations model containing the endogenous variables: output, inventory and unfilled orders such that the interdependence between the three LDR for ou

充气女 发表于 2025-3-24 20:25:00

Multivariate risk aversion with applications. over. where. is the expectation operator over the nondegenerate distribution of the random variable. or, of. given.. If these expectations are finite, then the certainty equivalent (CE) of the lottery is defined by an amount. such that . i.e. the DM is in different between thelottery and the amoun

愤慨一下 发表于 2025-3-25 02:47:22

Uncertainty and economic planning: a selective survey and appraisalh may impede the cooperative framework of the solution. In a noncooperative game-theoretic framework, the need for building consistency in the set of strategies pursued by different players is all the greater in an environment, where the risk perceptions are different for different players.
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查看完整版本: Titlebook: Information and Efficiency in Economic Decision; Jati K. Sengupta Book 1985 Martinus Nijhoff Publishers, Dordrecht 1985 Stochastic Optimiz