Diversifying the Risk Associated with Exploration
| Autor: | Sjur D. Flåm, Sverre Storøy |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 1986 |
| Předmět: | |
| Zdroj: | Modeling, Identification and Control, Vol 7, Iss 2, Pp 83-92 (1986) |
| Druh dokumentu: | article |
| ISSN: | 0332-7353 1890-1328 |
| DOI: | 10.4173/mic.1986.2.3 |
| Popis: | This paper is concerned with the allocation of exploratory efforts under the limitation of a fixed budget. A chance constrained problem is formulated. To solve this problem an algorithm is developed which is based on the entropic penalty approach recently presented by Ben-Tal. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
|