Optimal allocation of a fixed production under price uncertainty

DOI10.1007/S10479-014-1702-7MaRDI QIDQ285998zbMATH OpenOpenAlexFDO

Authors Inmaculada Rodríguez-Puerta, Alberto A. Álvarez-López

Publication date 19 May 2016

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-014-1702-7

zbMATH Keywords

pricingrisk aversionallocationprice uncertaintyproductionuncertainty modeling

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

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Cites work

• A simple insurance model: optimal coverage and deductible
• Enterprise risk management: a DEA VaR approach in vendor selection
• Estimation of production risk and risk preference function: a nonparametric approach
• Hedging decisions with price and output uncertainty
• Preferences estimation without approximation
• Production decisions under joint price and production uncertainty
• RISK PREFERENCES UNDER PRICE UNCERTAINTIES AND PRODUCTION RISK
• Separation results for multi-product inventory hedging problems
• The economics of risk and time

Cited in

(15)

• scientific article; zbMATH DE number 92951 (Why is no real title available?)
• A methodological contribution in the theory of the firm under uncertainty
• Production decisions under joint price and production uncertainty
• A decomposition of profit loss under output price uncertainty
• Production phase and ultimate pit limit design under commodity price uncertainty
• Welfare maximization with production costs: a primal dual approach
• Sourcing decision under interconnected risks: an application of mean-variance preferences approach
• scientific article; zbMATH DE number 709840 (Why is no real title available?)
• Optimal production in a competitive market under yield uncertainty
• A note on the optimal structure of production
• Optimal choice of production capacity in a random market
• Optimal investment and production decisions and the value of the firm
• Production games under uncertainty
• Partial equilibrium in risk-based production decisions
• A model for the optimal selection of lenders

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