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

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.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1965
Accession Number
AD0459052

Entities

People

  • Arthur M. Geoffrion

Organizations

  • Stanford University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Algorithms
  • Analytic Functions
  • Computational Science
  • Computer Programming
  • Convex Sets
  • Evolutionary Algorithms
  • Linear Programming
  • Mathematical Programming
  • Notation
  • Numerical Analysis
  • Operations Research
  • Parametric Programming
  • Probability
  • Probability Distributions
  • Quadratic Programming
  • Random Variables
  • Theorems

Readers

  • Operations Research
  • Team-Based Human-Centered Cognitive Task Decision Making and Information Performance.