摘要
本文研究了随机线发性规划问题的几类基本模型结构．分析了随机线性规划问题对先验分布的依赖关系，给出了解除这种依赖关系的充要条件．最后用“原点距”方法与“信息熵”方法分别对先验分布作出了估计．
In the paper,I study several sorts of basic model structures of Stochastic Linear Programming (SLP) problem,analyse the SLP problem,s dependent relstionship on the prior distribution,and give the necessary and sufficient conditions to release the dependent relationship from the prior distribution. At last, by applying 'zero point moment' method and 'information entropy' method I give different estimations of the prior distribation.
出处
《经济数学》
1995年第2期100-107,共8页
Journal of Quantitative Economics
关键词
随机线性规划
先验分布
信息熵
Stochastic linear programming,prior distribution,information entropy
