Decision Making Under Risk and Uncertainty, J. Geweke
Автор: Mohammed Abdellaoui; John D. Hey Название: Advances in Decision Making Under Risk and Uncertainty ISBN: 3642088007 ISBN-13(EAN): 9783642088001 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Uncertainty and Information Modeling.- Revealed Ambiguity and Its Consequences: Updating.- Dynamic Decision Making When Risk Perception Depends on Past Experience.- Representation of Conditional Preferences Under Uncertainty.- Subjective Information in Decision Making and Communication.- Risk Modeling.- Sensitivity Analysis in Decision Making: A Consistent Approach.- Alternation Bias and the Parameterization of Cumulative Prospect Theory.- Proposing a Normative Basis for the S-Shaped Value Function.- Experimental Individual Decision Making.- Individual Choice from a Convex Lottery Set: Experimental Evidence.- Temptations and Dynamic Consistency.- Monty Hall's Three Doors for Dummies.- Overconfidence in Predictions as an Effect of Desirability Bias.- Experimental Interactive Decision Making.- Granny Versus Game Theorist: Ambiguity in Experimental Games.- Guessing Games and People Behaviours: What Can We Learn?.- The Determinants of Individual Behaviour in Network Formation: Some Experimental Evidence.
Автор: Consigli Название: Optimal Financial Decision Making under Uncertainty ISBN: 3319416111 ISBN-13(EAN): 9783319416113 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management.The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:
Strong benchmarking philosophy, with contributors explicitly asked to underline current limits and desirable developments in their areas.Theoretical contributions, aimed at advancing the state-of-the-art in the given domain with a clear potential for applicationsThe inclusion of an algorithmic-computational discussion of issues arising on similar valuation problems across different methods.Variety of applications: rarely is it possible within a single volume to consider and analyze different, and possibly competing, alternative optimization techniques applied to well-identified financial valuation problems.Clear definition of the current state-of-the-art in each methodological and applied area to facilitate future research directions.
Автор: Gilboa Название: Theory of Decision under Uncertainty ISBN: 052151732X ISBN-13(EAN): 9780521517324 Издательство: Cambridge Academ Рейтинг: Цена: 13622.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book describes classical axiomatic theories of decision under uncertainty, critiques thereof, and alternative theories. It discusses the meaning of probability, focusing on the behavioral definition of subjective probability by Savage`s theorem. It presents non-additive and multiple prior theories, as well as the case-based approach to the formation of beliefs.
Автор: Jeroen Suijs Название: Cooperative Decision-Making Under Risk ISBN: 1461370973 ISBN-13(EAN): 9781461370970 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In cooperative games, one generally assumes that the agents know exactly the joint (monetary) gains that can be achieved by any possible coalition of cooperating agents. Since the existing models fail to incorporate such risks, they are not suitable for analyzing cooperative decision-making under risk.
Автор: Nguyen M. Hung; Nguyen V. Quyen Название: Dynamic Timing Decisions Under Uncertainty ISBN: 3540576495 ISBN-13(EAN): 9783540576495 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph deals with dynamic timing decisions under conditions of uncertainty in the context of exhaustible resources. It describes how the processes of exploration and technological innovation generate the dynamics of various economic systems.
Автор: Peter Haddawy Название: Representing Plans Under Uncertainty ISBN: 3540576975 ISBN-13(EAN): 9783540576976 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph integrates AI and decision-theoretic approaches to the representation of planning problems by developing a first-order logic of time, chance, and action for representing and reasoning about plans. The semantics of the logic incorporates intuitive properties of time, chance, and action central to the planning problem.
Описание: Both economists and popular writers have once more run away with some fragments of reality they happened to grasp. Joseph A. Schumpeter, Capitalism, Socialism, and Democracy, 1942. 1. Rational Behaviour and Economics Never in the history of mankind has there been such unlimited belief intheabilitiesofthehumanmindasintheAgeofReasoninthe?rsthalf of the eighteenth century. The likes of Mozart, Goethe, and Rousseau ensured a new era of optimism and creativity in both the arts and the sciences. In mathematics, the theory of probability was re?ned and its laws were believed to be good descriptions of human reasoning and 1 decision making. The French Revolution was the logical conclusion of theAgeofReasonandEnlightenment. Italsobroughtaboutitspolitical and social downfall, ending in an age of terror; a victim of its own success. In the early nineteenth century, however, most ?elds of science abandoned many ideas from the era of Enlightenment. Nevertheless, in psychology and economics the probabilistic approach to describing a human being as a fully rational homo economicus remained popular as ever. 1 In Rousseau (1762, p. 97), for example, one ?nds: "Calculateurs, c'est maintenant votre a?aire; comptez, mesurez, comparez". 1 2 INVESTMENT, COALITION SPILLOVERS, AND EVOLUTION Most of contemporary economics still uses the axiom of rational e- nomic agents, where agents are believed to maximise expected utility. Expectations are often assumed to be based on objective probabilities. Expected utility with objective probabilities has been axiomatised by Von Neumann and Morgenstern (1944).
Автор: Claude Greengard; Andrzej Ruszczynski Название: Decision Making Under Uncertainty ISBN: 1441930140 ISBN-13(EAN): 9781441930149 Издательство: Springer Рейтинг: Цена: 21661.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the ideal world, major decisions would be made based on complete and reliable information available to the decision maker. The volume contains articles on model problems of decision making process in the energy and power industry when the available information is noisy and/or incomplete.
Автор: Antonio J. Conejo; Miguel Carri?n; Juan M. Morales Название: Decision Making Under Uncertainty in Electricity Markets ISBN: 1461426782 ISBN-13(EAN): 9781461426783 Издательство: Springer Рейтинг: Цена: 41787.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides models and procedures to be used by electricity market agents to make informed decisions under uncertainty. These procedures rely on well established stochastic programming models, which make them efficient and robust.
Автор: Jerzy A. Filar; Alain Haurie Название: Uncertainty and Environmental Decision Making ISBN: 1441911286 ISBN-13(EAN): 9781441911285 Издательство: Springer Рейтинг: Цена: 26122.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This important new work presents the state-of-the-art in applying operations research and management science (OR/MS) techniques to a broad range of environmental decision making (EDM) challenges. The subject matter is of critical importance.
Автор: J.K. Sengupta Название: Optimal Decisions under Uncertainty ISBN: 3540108696 ISBN-13(EAN): 9783540108696 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Hans-Werner Sinn Название: Economic Decisions Under Uncertainty ISBN: 3790804363 ISBN-13(EAN): 9783790804362 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A stronger reason for developing a theory of uncertainty, therefore, seems to be the fact that there are kinds of economic activities to which the non-stochastic preference theory has no access or has access only through highly artificial constructions.
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