A Fractile Approach to Linear Programming Under Risk

1 January 1970

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science

Vol. 16 (5) , 298-308
https://doi.org/10.1287/mnsc.16.5.298

Abstract

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.

Keywords

LINEAR PROGRAMMING
FRACTILE APPROACH
THEORETICALLY
COMPUTATIONALLY
PROGRAMMING UNDER RISK
APPROACH TO LINEAR
PROGRAMMING RESTRICTIONS
RISK THROUGH MAXIMIZING

This publication has 0 references indexed in Scilit: