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Optimal Stabilization Policy with a Quadratic Criterion Function

Review of Economic Studies 1970 37(1), 127-145
Journal Article Optimal Stabilization Policy with a Quadratic Criterion Function Get access J. K. Sengupta J. K. Sengupta Iowa State University Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 37, Issue 1, January 1970, Pages 127–145, https://doi.org/10.2307/2296503 Published: 01 January 1970 Article history Received: 01 December 1967 Accepted: 01 March 1969 Published: 01 January 1970

Decisions Under Risk: Economic Applications of Chance-Constrained Programming

Econometrica 1970 38(5), 786
Contents: Some formulations of mathematical programming under risk Chance-constrained programming as a model of decision making under risk The creation of excess resources under risk Portfolio selection Capital budgeting under risk Chance constrained programming as a problem in calculus of variations Applications of the variational formulation to a production problem.