optimal decisions under uncertainty (41 resultados)

Condición: Very Good. *Price HAS BEEN REDUCED by 10% until Monday, June 22 (weekend SALE item)* 296 pp., Paperback, minor library markings else text clean & binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

Br. Condición: Befriedigend. viii,156 S. exBibliotheksexemplar mit den üblichen Stempeln/Signaturen, Kanten gering berieben, etws bestossen, papierbedingte Seitenbräunung /// Standort Wimregal . HAGG-0688 ISBN 3540108696 Sprache: Englisch Gewicht in Gramm: 290.

Broschiert. Condición: Gut. 286 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 490.

Broschur. Condición: Befriedigend. 156 S. ; 25 cm exBibliotheksexemplar mit den üblichen Stempeln/Signaturen, Kanten gering berieben, starke papierbedingte Seitenbräunung /// Standort Wimregal NIKK-4133 ISBN 9783540108696 Sprache: Englisch Gewicht in Gramm: 281.

Taschenbuch. Condición: Gut. 156 Seiten ex Library Book aus einer wissenschaftlichen Bibliothek Sprache: Englisch.

Condición: Gut. 172 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 293 23,9 x 16,3 x 0,8 cm, Taschenbuch.

Condición: Gut. 300 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 518 24,4 x 17,0 x 1,7 cm, Taschenbuch Softcover reprint of the original 1st ed. 1985.

Taschenbuch. Condición: Gut. 300 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Altersfreigabe FSK ab 0 Jahre Sprache: Englisch Gewicht in Gramm: 523.

Unbekannt. Condición: Gut. 286 S. ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 550 Softcover reprint of the original 1st ed. 1985.

Condición: very good. Berlin & New York : Springer, 1985. Paperback. x,286 pp. 24 cm. (Hochschultext). - Understanding the stochastic enviornment is as much important to the manager as to the economist. From production and marketing to financial management, a manager has to assess various costs imposed by uncertainty. The economist analyzes the role of incomplete and too often imperfect information structures on the optimal decisions made by a firm. The need for understanding the role of uncertainty in quantitative decision models, both in economics and management science provide the basic motivation of this monograph. The stochastic environment is analyzed here in terms of the following specific models of optimization: linear and quadratic models, linear programming, control theory and dynamic programming. Uncertainty is introduced here through the para meters, the constraints, and the objective function and its impact evaluated. Specifically recent developments in applied research are emphasized, so that they can help the decision-maker arrive at a solution which has some desirable charac teristics like robustness, stability and cautiousness. Mathematical treatment is kept at a fairly elementary level and applied as pects are emphasized much more than theory. Moreover, an attempt is made to in corporate the economic theory of uncertainty into the stochastic theory of opera tions research. Methods of optimal decision rules illustrated he re are applicable in three broad areas: (a) applied economic models in resource allocation and economic planning, (b) operations research models involving portfolio analysis and stochastic linear programming and (c) systems science models in stochastic control and adaptive behavior. Condition : very good copy. ISBN 9783540150329. Keywords : ECONOMICS,

Condición: New. In.

PF. Condición: New.

Condición: New. pp. 172.

Condición: New. pp. 300.

Paperback. Condición: Brand New. 1st edition. 172 pages. 9.61x6.69x0.39 inches. In Stock.

Condición: New.

Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The theory of optimal decisions in a stochastic environment has seen many new developments in recent years. The implications of such theory for empirical and policy applications are several. This book attempts to analyze some of the impor tant applied aspects of this theory and its recent developments. The stochastic environment is considered here in specific form, e.g., (a) linear programs (LP) with parameters subject to a probabilistic mechanism, (b) decision models with risk aversion, (c) resource allocation in a team, and (d) national economic planning. The book attempts to provide new research insights into several areas, e.g., (a) mixed strategy solutions and econometric tests of hypotheses of LP models, (b) the dual problems of efficient estimation and optimal regulation, (c) input-output planning under imperfect competition, and (d) linear programs viewed as constrained statistical games. Methods of optimal decision rules developed here for quadratic and linear decision problems are applicable in three broad areas: (a) applied economic models in resource allocation, planning and team decision, (b) operations research models in management decisions involving portfolio analysis and stochastic programming, and (c) systems science models in stochastic control and adaptive behavior. Some results reported here have been published in professional journals be-. fore, and I would like to thank the following journals in particular: Inter national Journal of Systems Science, Journal of Optimization Theory and Applica tions and Journal of Mathematical Analysis and Applications.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Understanding the stochastic enviornment is as much important to the manager as to the economist. From production and marketing to financial management, a manager has to assess various costs imposed by uncertainty. The economist analyzes the role of incomplete and too often imperfect information structures on the optimal decisions made by a firm. The need for understanding the role of uncertainty in quantitative decision models, both in economics and management science provide the basic motivation of this monograph. The stochastic environment is analyzed here in terms of the following specific models of optimization: linear and quadratic models, linear programming, control theory and dynamic programming. Uncertainty is introduced here through the para meters, the constraints, and the objective function and its impact evaluated. Specifically recent developments in applied research are emphasized, so that they can help the decision-maker arrive at a solution which has some desirable charac teristics like robustness, stability and cautiousness. Mathematical treatment is kept at a fairly elementary level and applied as pects are emphasized much more than theory. Moreover, an attempt is made to in corporate the economic theory of uncertainty into the stochastic theory of opera tions research. Methods of optimal decision rules illustrated he re are applicable in three broad areas: (a) applied economic models in resource allocation and economic planning, (b) operations research models involving portfolio analysis and stochastic linear programming and (c) systems science models in stochastic control and adaptive behavior.

Taschenbuch. Condición: Neu. Optimal Decisions under Uncertainty | J. K. Sengupta | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | vii | Englisch | 1981 | Springer | EAN 9783540108696 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

gebundene Ausgabe. Condición: Gut. nice book ex Library Sprache: Englisch Gewicht in Gramm: 550.

Taschenbuch. Condición: Gut. ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 550.

Condición: New. In.

Pictorial Boards. Condición: Fine Condition. Bound in the publisher's original wraps with lettering in black and white.

Condición: New. In.

Condición: Sehr gut. Zustand: Sehr gut | Seiten: 285 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Taschenbuch. Condición: Neu. Irreversible Decisions under Uncertainty | Optimal Stopping Made Easy | Svetlana Boyarchenko (u. a.) | Taschenbuch | Studies in Economic Theory | xvi | Englisch | 2010 | Springer | EAN 9783642092930 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - In real life, as well as in economic models, individuals often make decisions in an uncertain environment. In many cases, a problem which an optimizing agent faces can be formulated or reformulated as a problem of optimal timing of a certain irreversible or partially reversible action or optimal stopping problem. In this book, the authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - In real life, as well as in economic models, individuals often make decisions in an uncertain environment. In many cases, a problem which an optimizing agent faces can be formulated or reformulated as a problem of optimal timing of a certain irreversible or partially reversible action or optimal stopping problem. In this book, the authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.