A Fractile Approach to Linear Programming Under Risk

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.

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Year of publication:	1970
Authors:	Sengupta, J. K. ; Portillo-Campbell, J. H.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 16.1970, 5, p. 298-308
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.16.5.298 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009196988