Econometrica Vol. 38 No. 5 1970

Decisions Under Risk: Economic Applications of Chance-Constrained Programming

J. K. Sengupta; Bertil Näslund

Abstract

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.

DOI

10.2307/1912216

Volume

38

Issue

5

Pages

786

Sources

crossref openalex

Cite

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