A fractile programming approach with extreme sample estimates of parameters

J. K. Sengupta and B. C. Sanyal

Statistica Neerlandica, 1970, vol. 24, issue 1, 51-59

Abstract: Abstract This paper investigates the implications of extreme value estimates of net prices in the objective function of a linear programming problem. Analytically, our approach suggests interesting points of comparison between different measures of sensitivity of a linear programming problem, when a specified fractile of the distribution of profits is optimized. Work done under the National Science Foundation Project GS‐1810–420–21–17 at the Department of Economics, Iowa State University.

Date: 1970
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