摘要
本文通过最优决策对模型参数的灵敏度分析,给出了灵敏度为零的充分必要条件。研究表明:对于同一活动,采用同一模型结构,根据不同专家经验建立参数各异的模型,当其模型参数的相对变化相同时,基于这些模型而作出的最优决策也相同。最后,以某银行预算的最优分配问题为例也表明了最优决策对模型参数的不灵敏性。
The different information sets obtained from different experts on a special problem would lead to different models. But the optimal decisions based on these different models are nearly the same. This peper explains the reason behind the interesting phenomina by taking sensitivity analysis of the optimal decision to model parameter variations. A necessary and sufficient condition is given under which the optimal decision can remain the same when the model parameters have variations. Finally, an example on bank capital resource a location problem is studied to show the soundness of the theoretical analysis given in this paper.
出处
《控制与决策》
EI
CSCD
北大核心
1991年第2期97-102,共6页
Control and Decision
