COMPROMISE‐RISK PROGRAMMING FOR AGRICULTURAL RESOURCE ALLOCATION PROBLEMS: AN ILLUSTRATION
提出一种折中风险规划模型,将Markowitz/MOTAD方法与折中规划结合,用于农业资源分配决策,找到最接近风险最小化理想点的最佳折中方案,克服传统方法的弱点。
This paper presents a novel approach for dealing with risk in agricultural resource allocation decisions by synthesising the conventional Markowitzean, or MOTAD, methods within a compromise programming model to generate ‘best‐compromise’ solutions which come closest to an ideal point defined in terms of risk minimisation. This approach can be regarded as the compromise‐risk programming model. The purpose here is to show how this ‘hybridisation’ of Markowitz/MOTAD and compromise programming approaches overcomes some of the weaknesses of the traditional approach to handling risk in resource allocation models.