A Programming Model with Stochastic Technology and Prices: The Case of Australian Agriculture
基于均值方差分析和机会约束规划，构建了一个包含随机投入产出系数和价格的编程模型，并应用于澳大利亚农业，通过参数变化导出出口商品的供给反应函数。
Abstract Risk associated with stochastic input‐output coefficients and prices is modeled in a programming specification based upon mean‐variance analysis and chance‐constrained programming. The algorithm which exploits the features of MINOS, a commercially available computer program, is developed and applied to Australian agriculture. Convergence of the algorithm is discussed. With the data used, the thirty runs of this problem achieved a fast convergence with no more than five cycles. The model was used to derive supply response functions of export commodities of Australian agriculture. The relevant information was generated via parametric variations of prices selected according to a suitable experimental design.