Non-parametric approach to stochastic linear programming
作者:
JATIK. SENGUPTA,
期刊:
International Journal of Systems Science
(Taylor Available online 1993)
卷期:
Volume 24,
issue 5
页码: 857-871
ISSN:0020-7721
年代: 1993
DOI:10.1080/00207729308949529
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A class of non-parametric methods based on the minimax solution is developed here for models of stochastic linear programming. These methods provide a measure of robustness through the adoption of a cautious policy. The usefulness of these methods is illustrated through data envelopment analysis which utilizes an optimizing method of efficiency measurement.
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