摘要
在大量的管理决策问题中,经常会遇到目标函数的系数和右端常数为相互独立的正态随机变量的随机线性规划模型.利用对偶规划将正态随机规划化为具有α可靠度的线性规划,给出了解决该正态随机规划的一个有效方法,并对正态随机变量的参数进行了灵敏度分析,避免了由于参数估计偏差给决策带来的风险,保证了最优方案的α可靠度.
In a great deal of decision prohlems of management, the model of stochastic linear programming which coefficient of objective function and right-haod 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.
出处
《数学的实践与认识》
CSCD
北大核心
2007年第1期66-71,共6页
Mathematics in Practice and Theory
基金
河南省自然科学基金(0511010300)
关键词
正态随机规划
线性规划
灵敏度分析
对偶规划
最优解
normal stochastic programming
linear programming
sensitivity analysis
dual programming
optimal solution
