参数估计在最优化模型中的有效性及修正

Validity and Adjustment of Parameter Estimation in Optimal Models

证明了在涉及随机变量的最优化模型中,如果将参数估计和最优化求解过程分离,实际得到的最优化结果必然低于理论值,即参数估计在最优化模型中总是造成低效的结果。然后给出了两种可行的参数估计修正方法。

This paper proved that in the optimal models with stochastic variables, if the parameter estimation and the optimal solution are separated, the optimal result in practice is bound to be less than that in theory. Then two feasible methods to adjust the parameter estimation are presented.