Author | Sengupta, Jati K. author |
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Title | Optimal Decisions Under Uncertainty [electronic resource] : Methods, Models, and Management / by Jati K. Sengupta |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1985 |
Connect to | http://dx.doi.org/10.1007/978-3-642-70163-4 |
Descript | X, 286 p. online resource |
1. Decision Analysis for Management -- Risk Aversion in Decision Models -- Evaluating Decisions Under Uncertainty -- 2. Decision Analysis in Management: Methods and Models -- Optimization Models: Theory and Practice -- Stochastic Systems as Queuing Models -- Dynamically Optimum Systems -- 3. Optimal Decision Rules Under Uncertainty in Linear and Quadratic Models -- Linear Quadratic Models: Selected Examples -- Stochastic Programming Models: Selected Examples and New Applications -- Stochastic Control: Selected Examples -- Concluding Remarks -- 4. Information and its Efficient Use in Decision Models -- Information and Efficiency in Economic Models -- Optimality of Information in Statistical Models -- Applications in Management Science and Communication Theory -- Concluding Remarks -- 5. Portfolio Models in Financial Management -- Investment Portfolios and Firmโs Production Behavior -- Optimal Diversification of Portfolios -- Portfolio Models Under MSE Criterion -- Econometric Analysis of Portfolio Models -- General Implications -- 6. Applied Stochastic Models in Operations Research -- Efficiency of Water Allocation Under Stochastic Demand -- Risk Sensitivity of Supply Response -- Optimal Fleet Selection and Bus Scheduling -- Optimal Monopolist Strategy Under Uncertainty -- Applied Models in Stochastic Programming -- 7. Optimal Decisions and Management Models -- Economic Planning Under Uncertainty -- Research Trends and Problems