对《风险下的决策问题与机会约束规划:转型中的困境》的回应

Response to “Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition”

Management Science · 1983
被引 92
人大 A+FT50UTD24ABS 4*

中文导读

反驳了Hogan等人对机会约束规划的全面指控,指出其构造的简单反例存在错误,并提供了数学证明和参考文献。

Abstract

Once again we show that the analysis of a very simple artificial example contrived by its authors for a general indictment of all chance constrained programming is itself in error. Proofs and further references are supplied below along with a discussion of other deficiencies and ambiguities in an article authored by A. J. Hogan, J. G. Morris and H. E. Thompson in Management Science, Vol. 27, No. 6 (June 1981).

风险决策机会约束规划模型错误数学规划