Duality and equilibrium prices in economics of uncertainty

DOI10.1007/BF01199463zbMATH Open0886.90057MaRDI QIDQ1366319FDOQ1366319

Aharon Ben-Tal, Adi Ben-Israel

Publication date: 10 May 1998

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

inventory controlmaximum buying priceminimum selling priceoptimal insurance coveragerecourse certainty equivalentsstochastic optimization with recourse

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic programming (90C15) Inventory, storage, reservoirs (90B05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Information and Sufficiency
• Convex Analysis
• The Dual Theory of Choice under Risk
• Linear programming under uncertainty
• Certainty equivalents and information measures: Duality and extremal principles
• Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
• Implications of constant risk aversion
• A recourse certainty equivalent for decisions under uncertainty
• The Entropic Penalty Approach to Stochastic Programming
• Portfolio theory for the recourse certainty equivalent maximizing investor

Cited In (5)

• Title not available (Why is that?)
• Title not available (Why is that?)
• AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
• Duality and liquidity constraints under uncertainty
• Duality and General Equilibrium Theory Under Knightian Uncertainty

This page was built for publication: Duality and equilibrium prices in economics of uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1366319)