Relations between stochastic and parametric programming for decision problems with a random objective function
作者:
Klaus Tammer,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1978)
卷期:
Volume 9,
issue 4
页码: 523-535
ISSN:0323-3898
年代: 1978
DOI:10.1080/02331937808842520
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
In this paper we study the relation between the general concept for an optimal solution for stochastic programming problems with a random objective function-the concept of an £-efficient solution-and the associated parametric problem, We show that it is possible under certain assumptions to obtain some or even all £-efficient solutions of the stochastic problem by solving the parametric problem with respect to a certain parameter set.
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