Title:	Information and Efficiency in Economic Decision		Volume:
Author(s):	Jati K. Sengupta (auth.)
Series:	Advanced Studies in Theoretical and Applied Econometrics 4	Periodical:
Publisher:	Springer Netherlands	City:
Year:	1985	Edition:
Language:	English	Pages:	477
ISBN:	978-94-010-8737-7, 978-94-009-5053-5	ID:

Table of contents :

Content:
Front Matter....Pages I-XI
Front Matter....Pages 1-1
Stochastic optimization: examples and applications....Pages 3-54
Stochastic optimization in linear economic models....Pages 55-86
Front Matter....Pages 87-87
Informetric analysis of dynamic decision rules in applied economic models: a selective survey....Pages 89-115
Optimal output inventory decisions in stochastic markets....Pages 117-134
A minimax policy for optimal portfolio choice....Pages 135-155
A two-period stochastic inventory model....Pages 157-169
Risk in supply response: an econometric application....Pages 171-198
Optimal portfolio investment in a dynamic horizon....Pages 199-213
Short-term industry output behavior: an econometric analysis....Pages 215-245
Front Matter....Pages 247-247
Optimal control in limit pricing under uncertain entry....Pages 249-269
Game theory models applied to economic systems: their information structure and stability....Pages 271-295
Stochastic models in dynamic economics: problems of time inconsistency, causality and estimation....Pages 297-348
Front Matter....Pages 349-349
Multivariate risk aversion with applications....Pages 351-370
Front Matter....Pages 371-371
Uncertainty and economic planning: a selective survey and appraisal....Pages 373-395
Risk aversion in decision models....Pages 397-434
Risk aversion, robustness and adaptive information in decision models....Pages 435-476
Back Matter....Pages 477-481