期刊文献+

线性规划的一种优化后模型及其应用

A Post-Optimality Model of Linear Programming and its Applications
下载PDF
导出
摘要 本文提出了线性规划的一种新的优化后分析模型,通过对此模型的优化后分析,决策者可以掌握原来的目标函数、约束资源和决策变量之间的动态关系,并根据这种关系随时调整相应的目标值和资源量,以产生更合适的决策结果。 This paper presented a new post - optimality model of linear programming problems. The post - optimality analysis for the model was used to describe the dynamic relationship among the objective function, the constrained resources and the decision variables, by which decision- makers could adjust the objective value and the resource amount to generate appropriate decision results in accordance with the environmental changes.
作者 高培旺
出处 《广西财经学院学报》 2007年第4期89-91,共3页 Journal of Guangxi University of Finance and Economics
基金 广西财经学院高级人才引进基金资助项目(项目编号:2006JYB001)
关键词 决策 线性规划 优化后分析 decision linear programming post - optimality analysis
  • 相关文献

参考文献3

二级参考文献8

  • 1[1]Bogle John C. Common sense on mutual funds [M]. Published by John Wiley & Sons Inc, 1999.
  • 2[2]Louis K C Chan, Jason Karceski, Josef Lakonishok. On portfolio optimization: Forecasting covariances and choosing the risk model [EB/OL]. The NBER working paper. Mar 1999, www.nber.org/papers/w7039.
  • 3[3]Roll R. A mean/variance analysis of tracking error [J]. Journal of Portfolio Management, 1992, 18:13~22.
  • 4[4]Konno H, Yamazaki H. Mean absolute deviation portfolio optimization model and its application to Tokyo stock market [J]. Management Science, 1991,37(5):519~531.
  • 5[5]Clarke R C, Krase S, Statman M. Tracking errors, regrect, and tactical asset allocation [J]. The Journal of Portfolio Management, 1994,20:16~24.
  • 6[6]Herold C Rohweder. Implementing stock selection ideas: Does tracking error optimization do any good? [J]. Journal of Portfolio Management, 1998, 24:49~59.
  • 7[7]Judith Chevalier, Glen Ellison. Career concerns of mutual fund managers [EB/OL]. NBER working paper, 1998. www.nber.org/papers/w6394.
  • 8[8]Martin R Young. A minimax portfolio selection rule with linear programming solution [J]. Management Science. 1997, 44(5):673~683.

共引文献17

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部