Least squares approximation to the distribution of project completion times with Gaussian uncertainty

Least squares approximation to the distribution of project completion times with Gaussian uncertainty

This paper is motivated by the following question: How to construct good approximation for the distribution of the solution value to linear optimization problem when the random objective coefficients follow a multivariate normal distribution? Using Stein’s Identity, we show that the least squares no...

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書目詳細資料
Main Authors:	ZHENG, Zhichao, Natarajan, Karthik, TEO, Chung-Piaw
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2016
主題:	Distribution Approximation Persistency Stein's Identity Project Management Statistical Timing Analysis Business Operations and Supply Chain Management
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/5126 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6125/viewcontent/LeastSquaresApproximationDistributionProjectCompletionTimesGaussianUncertainty.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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