Selecting an optimal solution in stochastic linear programming
作者:
JATIK. SENGUPTA,
期刊:
International Journal of Systems Science
(Taylor Available online 1980)
卷期:
Volume 11,
issue 1
页码: 33-47
ISSN:0020-7721
年代: 1980
DOI:10.1080/00207728008966994
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Three methods are discussed here for selecting an optimal decision vector in a linear programming framework, where some stochastic components are present. The methods deal with problems of efficient estimation, problems of selecting the bent population and the game-theoretic solutions. The complexity of the problem of characterizing the so-called best optimal solution is focused here.
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