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区间参数线性规划的稳定决策模型

 马建华1,房勇2,陈晓兰3   

  1. 1. 山东财经大学管理科学与工程学院, 济南 250014; 2. 中国科学院数学与系统科学研究院,北京 100190; 3. 山东财经大学数学与数量经济学院,济南 250014
  • 收稿日期:2012-12-04 出版日期:2013-12-25 发布日期:2014-03-05

马建华,房勇,陈晓兰. 区间参数线性规划的稳定决策模型[J]. 系统科学与数学, 2013, 33(12): 1404-1414.

MA Jianhua , FANG Yong , CHEN Xiaolan. STABILITY DECISION MODELS OF LINEAR PROGRAMMING WITH INTERVAL PARAMETERS[J]. Journal of Systems Science and Mathematical Sciences, 2013, 33(12): 1404-1414.

STABILITY DECISION MODELS OF LINEAR PROGRAMMING WITH INTERVAL PARAMETERS

MA Jianhua1 , FANG Yong2 , CHEN Xiaolan3   

  1. 1. School of Management Science and Engineering, Shandong University of Finance and Economics,Jinan 250014; 2. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190; 3.School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan 250014
  • Received:2012-12-04 Online:2013-12-25 Published:2014-03-05
稳定决策是对鲁棒优化的扩展,在信息不确定决策中具有广泛的应用,文章将考虑具有区间参数的线性规划的稳定决策问题.首先介绍了全局稳定决策、绝对稳定决策和期望稳定决策的概念,然后给出区间参数线性规划可行解的稳定区间的确定方法,建立了全局稳定决策、绝对稳定决策和期望稳定决策模型,最后给出了算例,通过计算结果的对比分析,说明绝对稳定决策的最优性在整体上要优于鲁棒优化决策.
Stability decision is an extension of robust optimization,  and has wide applications in the information uncertain decision. The  stability decision problem of linear programming with interval parameters   is considered in this paper. First the concept of global stability decision,    absolute stability decision and expectations stability decision are    introduced. Then the method for determining the stability interval    of linear programming is given, and the models of global stability decision,    absolute stability decision and expectations stability decision are established.     Finally a numerical example through
     comparative analysis shows that the optimality of absolute stability decision     is better than the Robust decision.

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