摘要
本文利用Bayes决策观点,对于随机规划中的有补偿二阶段决策问题,定义了Bayes决策准则,并利用样本的信息给出了最优的Bayes决策,讨论了一些相应的性质。
In this paper, Bayes decision views are used to difine a Bayes decision criterion for recourse two-stage stochastic programming problems. The optimal Bayes decision is given by means of sample information and some properties are discussed.
出处
《吉林大学自然科学学报》
CAS
CSCD
1992年第2期22-25,共4页
Acta Scientiarum Naturalium Universitatis Jilinensis
关键词
有补偿二阶段
随机规划
Bayes决策
recourse two-stage stochastic programming
conjugated distribution family
Bayes decision
