The optimal harvesting problem under price uncertainty: the risk averse case
From MaRDI portal
Publication:1686507
DOI10.1007/s10479-015-1963-9zbMath1381.90046OpenAlexW1840419477MaRDI QIDQ1686507
Bernardo K. Pagnoncelli, Adriana Piazza
Publication date: 15 December 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-1963-9
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation ⋮ Stochastic Mitra-Wan forestry models analyzed as a mean field optimal control problem ⋮ Risk management for forestry planning under uncertainty in demand and prices
Cites Work
- The optimal harvesting problem under price uncertainty
- Design of insurance contracts using stochastic programming in forestry planning
- On a time consistency concept in risk averse multistage stochastic programming
- Efficient frontier of utility and CVaR
- Wicksellian theory of forest rotation under interest rate variability
- Taxation and rotation age under stochastic forest stand value
- Spatial optimization of the pattern of fuel management activities and subsequent effects on simulated wildfires
- The tree-cutting problem in a stochastic environment: The case of age- dependent growth
- Searching for an optimal rotation age forest stand management under stochastic log prices
- Timber harvest scheduling with price uncertainty using Markowitz portfolio optimization
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases
- An ALM model for pension funds using integrated chance constraints
- Solving multistage asset investment problems by the sample average approximation method
- A multistage linear stochastic programming model for optimal corporate debt management
- Coherent Measures of Risk
- IMPACT OF RISK AVERSION ON THE OPTIMAL ROTATION WITH STOCHASTIC PRICE
- OPTIMAL HARVESTING OF FOREST AGE CLASSES UNDER PRICE UNCERTAINTY AND RISK AVERSION
- Lectures on Stochastic Programming
- Ornstein–Uhlenbeck Processes and Extensions
- On Solving Multistage Stochastic Programs with Coherent Risk Measures
- Conditional Risk Mappings
- Optimality of greedy and sustainable policies in the management of renewable resources
This page was built for publication: The optimal harvesting problem under price uncertainty: the risk averse case