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"A Characterization of the Optimal Certainty Equivalent of the Average Cost ..."

Rolando Cavazos-Cadena, Daniel Hernández-Hernández (2016)

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DOI: 10.1287/MOOR.2015.0723

access: closed

type: Journal Article

metadata version: 2017-05-28

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Rolando Cavazos-Cadena, Daniel Hernández-Hernández:
A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function. Math. Oper. Res. 41(1): 224-235 (2016)

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