Optimal decisions under uncertainty

MaRDI QIDQ1153827zbMATH OpenFDO

Authors J. K. Sengupta

Publication date 1981

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

stochastic linear programmingeconometric testsinformation efficiencylinear allocation rules under uncertaintymeasures of risk aversionmixed strategy solutionsoptimal decisions in a stochastic environmentstochastic input-output model

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Trade models (91B60) Multisectoral models in economics (91B66)

Cited in

(6)

• Malmquist productivity index by extended VIKOR method using interval numbers
• A gradient algorithm for chance constrained nonlinear goal programming
• Interpretation of inequality constraints involving interval coefficients and a solution to interval linear programming.
• Numerical solution method for general interval quadratic programming
• On comparing interval numbers
• Extension of VIKOR method for decision making problem with interval numbers

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