Duality and equilibrium prices in economics of uncertainty
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01199463.pdf
Reference20 articles.
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2. Ben-Tal A (1985) The entropic penalty approach to stochastic programming. Math. Oper. Res. 10:263?279
3. Ben-Tal A, Ben-Israel A (1991) A recourse certainty equivalent for decisions under uncertainty. Annals of Oper. Res. 30:3?44
4. Ben-Tal A, Ben-Israel A, Teboulle M (1991) Certainty equivalents and generalized information measures: Duality and extremal principles. J. Math. Anal. Appl. 157:211?236
5. Ben-Tal A, Teboulle M (1986) Expected utility, penalty functions, and duality in stochastic nonlinear programming. Management Sci. 32:1445?1466
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