A Fractile Approach to Linear Programming Under Risk

J. K. Sengupta and J. H. Portillo-Campbell
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J. K. Sengupta: Iowa Slate University
J. H. Portillo-Campbell: Iowa Slate University

Management Science, 1970, vol. 16, issue 5, 298-308

Abstract: 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.

Date: 1970
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:16:y:1970:i:5:p:298-308

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