شماره ركورد كنفرانس :
102
عنوان مقاله :
ROBUST SHORT RETURN PROFIT MAXIMIZATION WITH GEOMETRIC PROGRAM
پديدآورندگان :
ALIABADI HOSSEIN نويسنده , Salahi Maziar نويسنده Univesrsity of Guilan,Faculty of Sciences
كليدواژه :
ROBUST SHORT RETURN , Profit maximization , Geometric Programming
عنوان كنفرانس :
مجموعه مقالات چهل دومين كنفرانس رياضي ايران
چكيده فارسي :
Short return profit maximization is a well known problem in
economic which can be modeled as geometric programming problem. In this
paper first we present this model, then its robust counterpart is presented.
Finally for various uncertainty sets, the results of robust model and the
original one are compared
شماره مدرك كنفرانس :
1994188
