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Min-max regret versus gross margin maximization in arable sector modeling

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Author Info
Stelios Rozakis () (Agricultural Economics and Rural Development Department, Agricultural University of Athens)
Akin Kazakci () (LAMSADE, Universite de Paris X-Dauphine)
Jean-Claude Sourie () (Production Economics Group, S²A²E², INRA-Grignon)

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Abstract

"A sector model presented in this article, uses about 200 representative French cereal-oriented farms to estimate policy impacts by means of mathematical modeling. Usually, such models suppose that farmers intend to maximize expected gross margin. This rationality hypothesis however seems hardly justifiable, especially these days, when gross margin variability due to European Common Agricultural Policy changes may become significant. Increasing uncertainty introduces bounded rationality to the decision problem so that crop gross margins may be better approximated by interval rather than by expected (precise) values. The initial LP problem is specified as an “Interval Linear Programming (ILP)”. We assume that farmers tend to decide upon their surface allocation prudently in order to get through with minimum loss, which is precisely the rationale underlying the minimization of maximum regret decision criterion. Recent advances in operations research, namely Mausser and Laguna algorithms, are exploited to implement the min-max regret criterion to arable agriculture ILP. The validation against observed crop mix proved that as uncertainty increases about 40% of the farmers adopt the min-max regret decision rule instead of the gross margin maximization."

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Paper provided by Agricultural University of Athens, Department Of Agricultural Economics in its series Working Papers with number 2009-1.

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Length: 33 pages
Date of creation: 2009
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Handle: RePEc:aua:wpaper:2009-1

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Related research
Keywords: Interval Linear Programming; Min-Max Regret; Common Agricultural Policy; Arable cropping; France;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
Q18 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Policy; Food Policy

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Loomes, Graham & Sugden, Robert, 1982. "Regret Theory: An Alternative Theory of Rational Choice under Uncertainty," Economic Journal, Royal Economic Society, vol. 92(368), pages 805-24, December. [Downloadable!] (restricted)
  2. J. Froud & D. Roberts, 1993. "The Welfare Effects Of The New Cap Cereals Regime: A Note," Journal of Agricultural Economics, Blackwell Publishing, vol. 44(3), pages 496-501. [Downloadable!] (restricted)
  3. Ishibuchi, Hisao & Tanaka, Hideo, 1990. "Multiobjective programming in optimization of the interval objective function," European Journal of Operational Research, Elsevier, vol. 48(2), pages 219-225, September. [Downloadable!] (restricted)
  4. Paul Wilson & James Gibbons & Stephen Ramsden, 2003. "The Impact of Cereal Prices and Policy on Crop Rotations and Supply Response," Journal of Agricultural Economics, Blackwell Publishing, vol. 54(2), pages 313-323. [Downloadable!] (restricted)
  5. Mausser, Helmut E. & Laguna, Manuel, 1999. "A heuristic to minimax absolute regret for linear programs with interval objective function coefficients," European Journal of Operational Research, Elsevier, vol. 117(1), pages 157-174, August. [Downloadable!] (restricted)
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