کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
482438 1446208 2007 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Mean–range based distribution-free procedures to minimize “overage” and “underage” costs
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
Mean–range based distribution-free procedures to minimize “overage” and “underage” costs
چکیده انگلیسی

We discuss several mean–range based distribution-free decision procedures to minimize several “overage” and “underage” cost functions. For a general cost function, we identify the most favorable distribution and the least favorable distribution associated with the random variable of interest and determine the upper and lower bounds for the cost function. For the quadratic cost function, we recommend the min–max distribution-free decision. For the linear cost function, we identify the range of potential optimal decisions and recommend a hybrid distribution-free decision that has several desirable properties. We provide several numerical examples to demonstrate the robustness of the proposed distribution-free decisions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 176, Issue 2, 16 January 2007, Pages 1103–1116
نویسندگان
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