Flexible Investitions- und Finanzplanung bei unvollkommen bekannten Übergangswahrscheinlichkeiten

DOI10.1007/BF01721009zbMath0458.90037MaRDI QIDQ1151820

S. H. Smith

Publication date: 1981

Published in: OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

dynamic financial planningexistence of endogeneous discount ratesnonlinear max-min modelunexact conditional probabilities of future events

Mathematics Subject Classification ID

Decision theory (91B06) Operations research and management science (90B99)

Related Items (2)

Decision making with incomplete information ⋮ Stochastic programming

Cites Work

• Entscheidungen bei unvollständiger Information
• Short-term financial planning with uncertain receipts and disbursements
• Expected utility with ambiguous probabilities and 'irrational' parameters
• Additivity, utility, and subjective probability
• The axioms and algebra of intuitive probability
• Characterization of the extreme points of a class of special polyhedra
• Mathematical Analysis of Rates of Return Under Certainty
• Utility Theory without the Completeness Axiom: A Correction
• Analysis of Decisions with Incomplete Knowledge of Probabilities
• Analysis of a Decision Making Investigation
• Critère de choix en avenir partiellement incertain
• A Definition of Subjective Probability
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Utility Theory without the Completeness Axiom
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