Information Collection for Linear Programs with Uncertain Objective Coefficients
نویسندگان
چکیده
منابع مشابه
Information Collection for Linear Programs with Uncertain Objective Coefficients
Consider a linear program with uncertain objective coefficients, for which we have a Bayesian prior. We can collect information to improve our understanding of these coefficients, but this may be expensive, giving us a separate problem of optimizing the collection of information to improve the quality of the solution relative to the true cost coefficients. We formulate this information collecti...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2012
ISSN: 1052-6234,1095-7189
DOI: 10.1137/12086279x