ms·1970년 1월 1일
A Fractile Approach to Linear Programming Under Risk
Jati K. Sengupta, José Hugo Portillo-Campbell
Management Science
20
피인용
9.9
FWCI
0
IS/마케팅/OM 탑저널 피인용
13
IS/마케팅/OM 탑저널 참고문헌
- 주제수리최적화 · 생산·최적화
01Abstract
The implications of a fractile approach to linear programming under risk through maximizing a given fractile of the distribution of profits under linear programming restrictions are examined here both theoretically, computationally and empirically.
02연구 흐름
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03비슷한 논문
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04이후 연구
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05선행 연구
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06서지 정보
- 저널Management Science · 16(5) · 298–308
- 토픽Optimization and Mathematical Programming · Control and Systems Engineering
- DOI10.1287/mnsc.16.5.298
- 저자Jati K. Sengupta, José Hugo Portillo-Campbell