A fractile programming approach with extreme sample estimates of parameters
作者:
J. K. Sengupta,
B. C. Sanyal,
期刊:
Statistica Neerlandica
(WILEY Available online 1970)
卷期:
Volume 24,
issue 1
页码: 51-59
ISSN:0039-0402
年代: 1970
DOI:10.1111/j.1467-9574.1970.tb00107.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
AbstractThis paper investigates the implications of extreme value estimates of net prices in the objective function of a linear programming problem. Analytically, our approach suggests interesting points of comparison between different measures of sensitivity of a linear programming problem, when a specified fractile of the distribution of profits is optimized.Work done under the National Science Foundation Project GS‐1810–420–21–17 at the Department of Economics, Iowa State Uni
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