Production decisions under joint price and production uncertainty

DOI10.1016/j.ejor.2008.05.018zbMath1160.91321OpenAlexW2012446597MaRDI QIDQ1011266

Ardeshir J. Dalal, Moawia Alghalith

Publication date: 8 April 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.05.018

zbMATH Keywords

price uncertaintycomparative staticsquadratic utilityStein's Lemmamultiplicative output uncertaintyRoss increasing relative risk aversion

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50)

Related Items (9)

Optimal allocation of a fixed production under price uncertainty ⋮ A Methodological Contribution in the Theory of the Firm Under Uncertainty ⋮ Comparative statics effects independent of the utility function. When do we act the same way under risk? ⋮ A note on the theory of the firm under multiple uncertainties ⋮ A real options approach for joint overhaul and replacement strategies with mean reverting prices ⋮ Impact of risk aversion on price and quality decisions under demand uncertainty via the CARA utility function ⋮ Crowdsourcing new product design on the web: an analysis of online designer platform service ⋮ Network equilibrium of production, transportation and pricing for multi-product multi-market ⋮ Optimal investment under ambiguous technology shocks

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• Multiplicative Background Risk
• The Generalized Envelope Theorem and Price Uncertainty
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• The firm under uncertainty with general risk-averse preferences: A state-contingent approach

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