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Bounds on the value of information in uncertain decision problems II
16 references·4 citing·28 second hop
Bounds on the value of information in uncertain decision problems II (1983)Bounds on the value of information in unc…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Stochastic Programming (1995)Stochastic ProgrammingA Note on Certainty Equivalence in Dynamic Planning (1992)A Note on Certainty Equivalen…Solving stochastic programs with simple recourse (1983)Solving stochastic programs w…Short Term Financial Planning under Uncertainty (1982)Short Term Financial Planning…Economic Comparability of Information Systems (1968) (1974)Economic Comparability of Inf…Economic theory of teams (1972)Economic theory of teamsThe Value of Information and Stochastic Programming (1970)The Value of Information and …The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Economic Comparability of Information Systems (1968)Economic Comparability of Inf…The decision and the organization (1965)The decision and the organiza…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Inequalities for Stochastic Linear Programming Problems (1960)Inequalities for Stochastic L…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…A Note on Certainty Equivalence in Dynamic Planning (1957)A Note on Certainty Equivalen…Linear Programming under Uncertainty (1955)Linear Programming under Unce…An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse (2015)An Adaptive Partition-Based A…SLP-IOR: An interactive model management system for stochastic linear programs (1996)SLP-IOR: An interactive model…A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs (1988)A Separable Piecewise Linear …Sharp Bounds on the Value of Perfect Information (1977)Sharp Bounds on the Value of …The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Rules for Ordering Uncertain Prospects (1969)On the measurement of inequality (1970)Optimal rules for ordering uncertain prospects (1975)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Organizational Information Requirements, Media Richness and Structural Design (1986)The interdisciplinary study of coordination (1994)Crossing the great divide: Coproduction, synergy, and development (1996)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)MONTE CARLO METHODS AND THE PERT PROBLEM (1963)Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Dynamic Decisions and Work Load in Multitask Supervisory Control (1980)Fundamental irreversibilities in stock externalities (1996)Solution and Estimation Methods for DSGE Models (2016)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Data-driven chance constrained stochastic program (2015)Optimal contracts and competitive markets with costly state verification (1979)Networks: Between markets and hierarchies (1986)The Analytic Hierarchy Process—An Exposition (2001)
this work references cited by second hop

References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1955Linear Programming under Uncertainty1,227 cited
  • 2004Linear Programming Under Uncertainty1,173 cited
  • 1965The decision and the organization1,148 cited
  • 1972Economic theory of teams1,071 cited
  • 1995Stochastic Programming931 cited
  • 1960Inequalities for Stochastic Linear Programming Problems261 cited
  • 1957A Note on Certainty Equivalence in Dynamic Planning239 cited
  • 1992A Note on Certainty Equivalence in Dynamic Planning216 cited
  • 1974Economic Comparability of Information Systems (1968)196 cited
  • 1968Economic Comparability of Information Systems173 cited
  • 1970The Value of Information and Stochastic Programming124 cited
  • 1983Solving stochastic programs with simple recourse115 cited
  • 1982Short Term Financial Planning under Uncertainty114 cited

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Cited by

  • 1977Sharp Bounds on the Value of Perfect Information54 cited
  • 1988A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs54 cited
  • 1996SLP-IOR: An interactive model management system for stochastic linear programs49 cited
  • 2015An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse44 cited