Stochastic optimization and economic models

zbMath0668.90002MaRDI QIDQ1118510

Jati K. Sengupta

Publication date: 1986

Published in: Theory and Decision Library. Series B: Mathematical and Statistical Methods (Search for Journal in Brave)

zbMATH Keywords

robustnessstochastic processesdata envelopment analysisrisk managementfinancial economicsoptimal decision rulesallocation and extraction of resourcescartelized marketsefficiency measurement in non-market systemsestimation of risk

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Application models in control theory (93C95) Adaptive control/observation systems (93C40) Economic growth models (91B62) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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