The Introduction of Risk into a Programming Model

Cited in

(24)

Symmetric QP and linear programming under primal-dual uncertainty
Univariate and multivariate measures of risk aversion and risk premiums
Targeting farms to improve water quality
Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity
On utility functions
Decision-theoretic aspects of risk-taking behaviour
Calibration of agricultural risk programming models
Crop planning optimization model: the validation and verification processes
The stochastic interdependence of dynamic risk-sensitive decision rules
On stochastic linear inequalities
On alternative methods of generating risk sensitive decision rules
Parametric certainty equivalence procedures in decision-making under uncertainty
Implications of constant risk aversion
On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft
A portfolio theory approach to crop planning under environmental constraints
Portfolio selection with tail nonlinearly transformed risk measures -- a comparison with mean-CVaR analysis
METHODS OF LINEAR PROGRAMMING UNDER RISK*
Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
A statistical reliability approach to linear programming
Dynamic risk programming with learning adjustment
On the microeconomics of diversification under learning
Financial networks with intermediation: risk management with variable weights
Methodological aspects of a mathematical programming model to evaluate soil tillage technologies in a risky environment
Stochastic utility-efficient programming of organic dairy farms

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