A global tolerance approach to sensitivity analysis in linear programming
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Publication:1754243
DOI10.1016/j.ejor.2017.11.034zbMath1403.90505OpenAlexW2769592848MaRDI QIDQ1754243
Richard E. Wendell, Emanuele Borgonovo, Gregery T. Buzzard
Publication date: 30 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.11.034
Related Items (6)
Measures of global sensitivity in linear programming: applications in banking sector ⋮ Range sets for weak efficiency in multiobjective linear programming and a parametric polytopes intersection problem ⋮ Copula theory and probabilistic sensitivity analysis: is there a connection? ⋮ Global sensitivity analysis via a statistical tolerance approach ⋮ New conditions for testing necessarily/possibly efficiency of non-degenerate basic solutions based on the tolerance approach ⋮ Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates
Uses Software
Cites Work
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