DECISIONS UNDER RISK. ECONOMIC APPLICATIONS OF CHANCE-CONSTRAINED PROGRAMMING,

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.

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1964
Accession Number
AD0611874

Entities

People

  • Bertil Naslund

Organizations

  • Carnegie Institute of Technology

Tags

DTIC Thesaurus Topics

  • Calculus
  • Calculus Of Variations
  • Computer Programming
  • Mathematical Programming
  • Mathematics
  • Production

Readers

  • Calculus or Mathematical Analysis
  • Defense Acquisition Program Management