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Risk Preferences Estimation for Small Raspberry Producers in the Bío-Bío Region, Chile
(Instituto de Investigaciones Agropecuarias, INIA, 2008)
SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
(Springer, 2014-01)
We consider interstage dependent stochastic linear programs where both the random right-hand side and the model of the underlying stochastic process have a special structure. Namely, for equality constraints (resp. inequality ...
Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
(EMAp - Escola de Matemática Aplicada, 2016)
We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the ...
Peer effects in risk aversion
(Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales, 2012)
Utilizando datos sobre adolescentes uruguayos se estima el efecto de los pares en las actitudes hacia el riesgo, en un entorno experimental sobre una muestra de estudiantes de secundaria