Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Mathematics in Practice and Theory》 2007-01
Add to Favorite Get Latest Update

A Deterministic Programming of Normal Stochastic Programming and It′s Sensitivity Analysis

PANG Bi-jun, LIU Mai-xue(Mathematics Science College,Luoyang Normal University,Louyang Henan 471022,China)  
In a great deal of decision problems of management,the model of stochastic linear programming which coefficient of objective function and right-hand constant are independent of each other is often met.Utilizing dual programming normal stochastic programming is converted into linear programming with α reliability,gives an effective method to resolve the normal stochastic programming and proceeds to the sensitivity analysis of the parameter of normal stochastic variable.It is avoided that decision risks are brought by the deviation of the parameter estimation,α reliability of the optimal scheme is guaranteed.
【Fund】: 河南省自然科学基金(0511010300)
【CateGory Index】: O221.5
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved