Accession Number : AD0459052


Title :   A PARAMETRIC PROGRAMMING SOLUTION TO THE VECTOR MAXIMUM PROBLEM, WITH APPLICATIONS TO DECISIONS UNDER UNCERTAINTY


Descriptive Note : Technical rept.


Corporate Author : STANFORD UNIV CA


Personal Author(s) : Geoffrion, Arthur M


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/459052.pdf


Report Date : Feb 1965


Pagination or Media Count : 155


Abstract : A study of individual decision-making under uncertainty is given. Several methods for circumventing uncertainty in the constraints are briefly reviewed, and several decision criteria for circumventing uncertainty in the objective function are discussed. Particular attention is devoted to the demonstration of certain relationships between these criteria. It is concluded that vector maximum reformulations play a prominent role in dealing with uncertainty in such decision problems.


Descriptors :   *DECISION THEORY , MATHEMATICAL ANALYSIS , MATHEMATICAL PROGRAMMING , OPTIMIZATION , PROBABILITY


Subject Categories : Operations Research


Distribution Statement : APPROVED FOR PUBLIC RELEASE