| 几类随机线性规划模型及其先验分布的估计 |
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| 引用本文： | 李庆高.几类随机线性规划模型及其先验分布的估计[J].经济数学,1995(2). |
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| 作者姓名： | 李庆高 |
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| 作者单位： | 湖南财经学院基础课部 |
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| 摘 要： | 本文研究了随机线发性规划问题的几类基本模型结构．分析了随机线性规划问题对先验分布的依赖关系，给出了解除这种依赖关系的充要条件．最后用“原点距”方法与“信息熵”方法分别对先验分布作出了估计．
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| 关 键 词： | 随机线性规划 先验分布 信息熵 |
SEVERAL SORTS OF STOCHASTIC LINEAR PROGRAMMING AND ESTIMATION OF PRIOR DISTRIBUTION |
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| Li Qinggao.SEVERAL SORTS OF STOCHASTIC LINEAR PROGRAMMING AND ESTIMATION OF PRIOR DISTRIBUTION[J].Mathematics in Economics,1995(2). |
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| Authors: | Li Qinggao |
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| Abstract: | In the paper,I study several sorts of basic model structures of Stochastic Linear Programming (SLP) problem,analyse the SLP problem,s dependent relstionship on the prior distribution,and give the necessary and sufficient conditions to release the dependent relationship from the prior distribution. At last, by applying 'zero point moment' method and 'information entropy' method I give different estimations of the prior distribation. |
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| Keywords: | Stochastic linear programming prior distribution information entropy |
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