Estimating the value of contracts. A simulation study

Charles S. Tapiero; Philippe de Loze

RAIRO - Operations Research - Recherche Opérationnelle (1974)

  • Volume: 8, Issue: V3, page 33-49
  • ISSN: 0399-0559

How to cite

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Tapiero, Charles S., and Loze, Philippe de. "Estimating the value of contracts. A simulation study." RAIRO - Operations Research - Recherche Opérationnelle 8.V3 (1974): 33-49. <http://eudml.org/doc/104601>.

@article{Tapiero1974,
author = {Tapiero, Charles S., Loze, Philippe de},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {eng},
number = {V3},
pages = {33-49},
publisher = {EDP-Sciences},
title = {Estimating the value of contracts. A simulation study},
url = {http://eudml.org/doc/104601},
volume = {8},
year = {1974},
}

TY - JOUR
AU - Tapiero, Charles S.
AU - Loze, Philippe de
TI - Estimating the value of contracts. A simulation study
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1974
PB - EDP-Sciences
VL - 8
IS - V3
SP - 33
EP - 49
LA - eng
UR - http://eudml.org/doc/104601
ER -

References

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  1. [I] AOKI M., Optimization of Stochastic Systems, New York, Academie Press, 1967. Zbl0168.15802MR234749
  2. [2] BLEY K. B., « Randomized and Stochastic Linear, Discrete Differeatial Games with Quadratic Payoff Functions », Ph. D. Thesis, School of Engineering and Applied Science, University of California, Los Angeles, August 1970. 
  3. [3] BORCH K., « Indifference Curves and Uncertainty », Swedish Journal of Economics, March 1968, pp. 19-24. 
  4. [4] HANOCH G. and LEVY H., « The Efficiency Analysis of Choices Involving Risk », Review of Economic Studies, July 1969, pp. 335-346. Zbl0184.45202
  5. [5] IBM/CSMP, « Continuous System Modeling Program », Users' Manual, GH20-0367-4, Program Number 360A-CX-16X, White Plains, New York, 1972. 
  6. [6] MARKOWITZ H., Portfolio Selection-Efficient Diversification of Investment, New York, John Wiley & Sons, 1959. MR103768
  7. [7] New York Times, December 19, 1972. 
  8. [8] SAGE A. P. and MELSA J. L., Estimation Theory with Applications to Communications and Control, New York, McGraw Hill Book Co., 1971. Zbl0255.62005MR501447
  9. [9] SOBEL M. J., « Non-Cooperative Stochastic Games », Report No. 21, Department of Administration Sciences, Yale University, Oct. 1969. 
  10. [10] TELSER L. G., Competition, Collusion and Games Theory, Chicago, Aldine, Athevton, 1972. 
  11. [11] WILLIAM W. W., « Conflict and Decentralization in Stochastic Differential Games », 1970, Joint Automatic Control Conference of the American Automatic Control Council, Georgia Institute of Technology, June 22-26, 1970. 

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