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Dynamic Decisions Under Risk: Applications of Ito Stochastic Control in Agriculture

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  • Hertzler, Greg

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  • Hertzler, Greg, 1991. "Dynamic Decisions Under Risk: Applications of Ito Stochastic Control in Agriculture," 1991 Conference (35th), February 11-14, 1991, Armidale, Australia 145902, Australian Agricultural and Resource Economics Society.
    • Handle: RePEc:ags:aare91:145902
    DOI: 10.22004/ag.econ.145902
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    File URL: https://ageconsearch.umn.edu/record/145902/files/1991-06-19.pdf
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    Citations

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    Cited by:

    1. Z. Bar‐Shira & R.E. Just & D. Zilberman, 1997. "Estimation of farmers' risk attitude: an econometric approach," Agricultural Economics, International Association of Agricultural Economists, vol. 17(2-3), pages 211-222, December.
    2. Blank, Steven C. & Orloff, Steve B. & Putnam, Daniel H., 2001. "Sequential Stochastic Production Decisions For A Perennial Crop: The Yield/Quality Tradeoff For Alfalfa Hay," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 26(1), pages 1-17, July.
    3. Brausmann, Alexandra & Bretschger, Lucas, 2018. "Economic development on a finite planet with stochastic soil degradation," European Economic Review, Elsevier, vol. 108(C), pages 1-19.
    4. Calum G. Turvey, 2010. "Biography," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(1), pages 5-20, May.
    5. Hertzler, Greg, 1995. "Expected Utility Theory: Rest in Peace?," 1995 Conference (39th), February 14-16, 1995, Perth, Australia 148802, Australian Agricultural and Resource Economics Society.
    6. Xiaoxue Du & Levan Elbakidze & Liang Lu & R. Garth Taylor, 2022. "Climate Smart Pest Management," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
    7. Hertzler, G.L., 1995. "Expected Utility Theory: Rest in Peace?," Discussion Papers 232270, University of Western Australia, School of Agricultural and Resource Economics.
    8. Pascale Motel-Combes, 1996. "Les déterminants de l'offre de bétail dans les pays sahéliens," Revue Économique, Programme National Persée, vol. 47(5), pages 1103-1119.
    9. Hertzler, Greg & MacAulay, T. Gordon, 2006. "Small Holders under Risk," 2006 Conference (50th), February 8-10, 2006, Sydney, Australia 139791, Australian Agricultural and Resource Economics Society.
    10. Price, T. Jeffrey & Wetzstein, Michael E., 1999. "Irreversible Investment Decisions In Perennial Crops With Yield And Price Uncertainty," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(1), pages 1-13, July.
    11. Hertzler, Greg, 2000. "The Precautionary Principle in Practice: How to Write a Call Option on the Environment," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123660, Australian Agricultural and Resource Economics Society.
    12. West, Jason, 2018. "Optimising adaptation decisions in macadamia production using contingent claim valuation," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 62(4), October.
    13. Lucas Bretschger & Alexandra Vinogradova, 2016. "Preservation of Agricultural Soils with Endogenous Stochastic Degradation," CER-ETH Economics working paper series 16/232, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    14. MacAulay, T. Gordon & Hertzler, Greg, 2000. "Modelling Farm Households in a Spatial Context: Vietnamese Agriculture," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123701, Australian Agricultural and Resource Economics Society.
    15. Lu, Liang & Elbakidze, Levan, 2012. "Application of Comparative Dynamics in Stochastic Invasive Species Management in Agricultural Production," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125226, Agricultural and Applied Economics Association.
    16. Mario Ekboir, Javier, 1997. "Technical change and irreversible investment under risk," Agricultural Economics, Blackwell, vol. 16(1), pages 55-65, March.
    17. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

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    Keywords

    Risk and Uncertainty;

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